+1,402.3%
LITE vs QLD
+1,375.1%
+27.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.1% | +3.9% |
| 7D | -35.9% | -10.3% | -25.7% | -30.2% |
| 30D | -51.5% | -26.1% | -25.5% | -39.2% |
| 3M | -35.7% | -17.8% | -18.0% | -24.8% |
| 6M | -43.0% | -15.6% | -27.4% | -33.5% |
| YTD | +46.1% | +5.4% | +40.7% | +47.7% |
| 1Y | +124.7% | +5.2% | +119.5% | +130.4% |
| 3Y | +1,172.1% | +139.4% | +1,032.6% | +731.4% |
| 5Y | +477.0% | +66.7% | +410.3% | +328.0% |
| All | +1,402.3% | +1,375.1% | +27.2% | +84.2% |
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