+279.0%
LH vs QSR
+206.0%
+73.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.6% |
| 7D | -3.2% | -2.4% | -0.8% | -2.4% |
| 30D | +0.1% | +5.7% | -5.5% | -1.9% |
| 3M | +18.6% | +6.9% | +11.7% | +15.5% |
| 6M | +17.9% | +6.9% | +11.1% | +14.6% |
| YTD | +28.9% | +14.9% | +14.0% | +21.8% |
| 1Y | +16.6% | +29.1% | -12.5% | +5.3% |
| 3Y | +63.6% | +26.1% | +37.4% | +46.5% |
| 5Y | +30.0% | +42.3% | -12.3% | +9.5% |
| 10Y | +191.9% | +134.0% | +58.0% | +93.0% |
| All | +279.0% | +206.0% | +73.0% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling