+1,499.9%
LITE vs QID
-99.0%
+1,599.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -0.9% |
| 7D | -13.9% | +1.8% | -15.7% | -10.6% |
| 30D | -46.9% | +21.6% | -68.6% | -36.4% |
| 3M | -28.0% | +12.6% | -40.6% | -17.1% |
| 6M | -35.2% | +6.9% | -42.1% | -23.6% |
| YTD | +58.9% | -20.5% | +79.4% | +59.5% |
| 1Y | +125.3% | -18.1% | +143.4% | +135.5% |
| 3Y | +1,344.4% | -70.7% | +1,415.1% | +941.2% |
| 5Y | +541.2% | -77.2% | +618.4% | +407.9% |
| All | +1,499.9% | -99.0% | +1,599.0% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling