+2,898.2%
LITE vs QID
-99.2%
+2,997.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +12.7% | -31.4% | -10.5% |
| 7D | -44.6% | +20.2% | -64.8% | -35.9% |
| 30D | -55.0% | +35.3% | -90.3% | -43.1% |
| 3M | -38.3% | +21.3% | -59.6% | -26.3% |
| 6M | -48.8% | +6.7% | -55.5% | -40.3% |
| YTD | +38.3% | -13.6% | +51.9% | +45.9% |
| 1Y | +119.0% | -11.0% | +130.0% | +140.4% |
| 3Y | +1,092.0% | -69.8% | +1,161.8% | +800.5% |
| 5Y | +446.1% | -74.1% | +520.2% | +374.0% |
| 10Y | +1,381.7% | -99.0% | +1,480.7% | +306.4% |
| All | +2,898.2% | -99.2% | +2,997.4% | +728.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling