+167.7%
LII vs QSR
+133.7%
+34.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.6% |
| 7D | -3.5% | -4.7% | +1.2% | -1.9% |
| 30D | -13.5% | +4.3% | -17.8% | -14.9% |
| 3M | -26.0% | +5.4% | -31.5% | -27.6% |
| 6M | -26.8% | +8.2% | -35.0% | -29.3% |
| YTD | -22.9% | +14.1% | -37.0% | -27.0% |
| 1Y | -32.6% | +28.1% | -60.7% | -38.8% |
| 3Y | -1.3% | +25.3% | -26.6% | -10.5% |
| 5Y | +23.1% | +40.4% | -17.3% | +6.6% |
| All | +167.7% | +133.7% | +34.0% | +100.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling