+379.6%
LII vs QSR
+218.5%
+161.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | +2.4% | -3.2% | -1.5% |
| 30D | -12.6% | +7.6% | -20.2% | -14.7% |
| 3M | -24.4% | +12.6% | -37.1% | -27.5% |
| 6M | -28.7% | +14.4% | -43.1% | -32.2% |
| YTD | -19.1% | +19.6% | -38.8% | -24.4% |
| 1Y | -29.7% | +33.9% | -63.6% | -36.7% |
| 3Y | +4.8% | +27.1% | -22.3% | -4.8% |
| 5Y | +24.6% | +48.5% | -24.0% | +7.1% |
| 10Y | +169.2% | +126.2% | +43.0% | +98.8% |
| All | +379.6% | +218.5% | +161.1% | +227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling