+5,083.9%
LITE vs QID
-99.3%
+5,183.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +3.8% |
| 7D | -1.5% | -0.6% | -0.9% | -1.9% |
| 30D | +6.7% | 0.0% | +6.7% | +7.3% |
| 3M | -6.8% | +3.7% | -10.5% | +1.0% |
| 6M | +29.4% | -29.9% | +59.3% | +13.4% |
| YTD | +139.1% | -28.8% | +167.9% | +112.6% |
| 1Y | +521.0% | -37.2% | +558.2% | +432.6% |
| 3Y | +1,535.3% | -73.7% | +1,609.0% | +981.9% |
| 5Y | +889.8% | -80.7% | +970.6% | +587.8% |
| 10Y | +2,400.7% | -99.1% | +2,499.8% | +484.8% |
| All | +5,083.9% | -99.3% | +5,183.2% | +1,106.2% |
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