-32.0%
LII vs QSR
+29.2%
-61.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.1% |
| 7D | +0.5% | -2.4% | +2.8% | +1.0% |
| 30D | -11.2% | +5.7% | -16.9% | -12.3% |
| 3M | -28.8% | +6.9% | -35.7% | -29.9% |
| 6M | -26.9% | +6.9% | -33.8% | -29.0% |
| YTD | -22.2% | +14.9% | -37.1% | -27.2% |
| 1Y | -32.0% | +29.1% | -61.1% | -40.0% |
| All | -32.0% | +29.2% | -61.2% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling