Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LII vs QSR✓SelectedUSD · QSRLII vs QSR performance historyLatest closeAs of-1.37%09/08
Stock and ETF performance explorer

LII vs QSR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+24.4%
QSR return
+46.1%
Excess return
-21.6%
Maximum drawdown
-43.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioQSRExcessAlpha
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