+1,380.3%
LITE vs QLD
+168.6%
+1,211.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.9% | -9.7% | -9.8% |
| 7D | -31.4% | -9.4% | -22.0% | -23.8% |
| 30D | -42.6% | -17.1% | -25.5% | -29.3% |
| 3M | -26.2% | -10.4% | -15.8% | -15.9% |
| 6M | -35.8% | +0.7% | -36.5% | -34.7% |
| YTD | +70.0% | +17.7% | +52.3% | +47.8% |
| 1Y | +232.7% | +14.7% | +218.1% | +201.7% |
| All | +1,380.3% | +168.6% | +1,211.7% | +534.2% |
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 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