+901.5%
LITE vs QLD
+121.5%
+780.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | -1.5% | +0.6% | -2.1% | -1.9% |
| 30D | +6.7% | -0.1% | +6.8% | +7.1% |
| 3M | -6.8% | -8.4% | +1.6% | +0.7% |
| 6M | +29.4% | +32.2% | -2.8% | +9.4% |
| YTD | +139.1% | +28.9% | +110.2% | +104.4% |
| 1Y | +521.0% | +43.8% | +477.2% | +404.5% |
| 3Y | +1,535.3% | +176.6% | +1,358.7% | +863.2% |
| All | +901.5% | +121.5% | +780.0% | +515.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling