+610.9%
LITE vs QID
-78.0%
+688.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.6% | +15.3% | +7.2% |
| 7D | +3.4% | -1.1% | +4.5% | +5.8% |
| 30D | -34.9% | +14.4% | -49.3% | -24.2% |
| 3M | -21.0% | +6.7% | -27.7% | -11.4% |
| 6M | -38.5% | +2.6% | -41.0% | -28.7% |
| YTD | +75.8% | -24.2% | +100.0% | +71.1% |
| 1Y | +156.7% | -22.3% | +179.0% | +159.4% |
| 3Y | +1,498.6% | -72.0% | +1,570.6% | +1,046.0% |
| 5Y | +610.9% | -78.2% | +689.1% | +456.3% |
| All | +610.9% | -78.0% | +688.9% | +456.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling