+490.8%
LITE vs QID
-74.8%
+565.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +3.8% |
| 7D | -35.9% | +9.4% | -45.3% | -29.7% |
| 30D | -51.5% | +31.2% | -82.8% | -37.9% |
| 3M | -35.7% | +17.4% | -53.2% | -23.1% |
| 6M | -43.0% | +8.4% | -51.4% | -31.4% |
| YTD | +46.1% | -15.8% | +61.9% | +52.5% |
| 1Y | +124.7% | -16.3% | +141.0% | +139.1% |
| 3Y | +1,172.1% | -70.4% | +1,242.5% | +858.2% |
| All | +490.8% | -74.8% | +565.6% | +399.9% |
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