+1,493.1%
LITE vs QID
-99.0%
+1,592.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -2.7% |
| 7D | +10.8% | -7.1% | +17.9% | +6.3% |
| 30D | -33.4% | +12.6% | -46.1% | -24.2% |
| 3M | -32.2% | +14.2% | -46.5% | -20.9% |
| 6M | -42.1% | +6.2% | -48.3% | -31.9% |
| YTD | +61.9% | -21.8% | +83.7% | +61.4% |
| 1Y | +163.0% | -23.1% | +186.1% | +164.0% |
| 3Y | +1,358.0% | -71.3% | +1,429.3% | +940.4% |
| 5Y | +549.9% | -77.0% | +626.9% | +419.9% |
| All | +1,493.1% | -99.0% | +1,592.2% | +102.8% |
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