+232.7%
LITE vs QLD
+13.1%
+219.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.9% | -9.7% | -10.1% |
| 7D | -31.4% | -9.4% | -22.0% | -22.5% |
| 30D | -42.6% | -17.1% | -25.5% | -27.2% |
| 3M | -26.2% | -10.4% | -15.8% | -14.2% |
| 6M | -35.8% | +0.7% | -36.5% | -34.9% |
| YTD | +70.0% | +17.7% | +52.3% | +42.8% |
| 1Y | +232.7% | +14.7% | +218.1% | +204.3% |
| All | +232.7% | +13.1% | +219.6% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling