+1,563.7%
LITE vs QLD
+178.0%
+1,385.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.7% |
| 7D | -1.5% | +0.6% | -2.1% | -2.1% |
| 30D | +6.7% | -0.1% | +6.8% | +7.2% |
| 3M | -6.8% | -8.4% | +1.6% | +3.0% |
| 6M | +29.4% | +32.2% | -2.8% | 0.0% |
| YTD | +139.1% | +28.9% | +110.2% | +87.5% |
| 1Y | +521.0% | +43.8% | +477.2% | +349.5% |
| All | +1,563.7% | +178.0% | +1,385.7% | +612.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling