+1,321.8%
LITE vs QLD
+1,338.5%
-16.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -12.7% | -5.9% | -10.0% |
| 7D | -44.6% | -18.6% | -26.0% | -35.4% |
| 30D | -55.0% | -28.3% | -26.7% | -42.5% |
| 3M | -38.3% | -20.4% | -17.9% | -26.2% |
| 6M | -48.8% | -14.3% | -34.5% | -40.9% |
| YTD | +38.3% | +2.8% | +35.5% | +42.1% |
| 1Y | +119.0% | -1.2% | +120.2% | +133.5% |
| 3Y | +1,092.0% | +135.3% | +956.7% | +688.7% |
| 5Y | +446.1% | +62.6% | +383.5% | +311.8% |
| All | +1,321.8% | +1,338.5% | -16.7% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling