+19.7%
LII vs QSR
+60.1%
-40.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.4% |
| 7D | -2.3% | -2.2% | -0.1% | -1.3% |
| 30D | -1.7% | +7.8% | -9.5% | -4.9% |
| 3M | -18.3% | +5.5% | -23.8% | -20.5% |
| 6M | -32.3% | -0.2% | -32.1% | -32.7% |
| YTD | -27.1% | +15.4% | -42.5% | -33.2% |
| 1Y | -27.2% | +15.3% | -42.5% | -33.2% |
| 3Y | -8.9% | +23.7% | -32.7% | -21.6% |
| 5Y | +19.7% | +60.4% | -40.7% | -14.4% |
| All | +19.7% | +60.1% | -40.4% | -14.4% |
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