+24.4%
LII vs QSR
+46.1%
-21.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.3% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | -12.4% | +5.9% | -18.3% | -14.8% |
| 3M | -24.8% | +10.5% | -35.3% | -28.4% |
| 6M | -25.2% | +7.7% | -32.9% | -28.5% |
| YTD | -20.3% | +16.8% | -37.0% | -27.0% |
| 1Y | -32.9% | +30.9% | -63.8% | -42.2% |
| 3Y | +2.0% | +28.2% | -26.1% | -13.5% |
| 5Y | +24.4% | +45.0% | -20.5% | -6.8% |
| All | +24.4% | +46.1% | -21.6% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling