+2.0%
LII vs QSR
+28.6%
-26.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.6% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | -12.4% | +5.9% | -18.3% | -14.3% |
| 3M | -24.8% | +10.5% | -35.3% | -27.7% |
| 6M | -25.2% | +7.7% | -32.9% | -27.8% |
| YTD | -20.3% | +16.8% | -37.0% | -25.9% |
| 1Y | -32.9% | +30.9% | -63.8% | -40.7% |
| 3Y | +2.0% | +28.2% | -26.1% | -9.5% |
| All | +2.0% | +28.6% | -26.6% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling