+5,083.9%
LITE vs QLD
+1,724.4%
+3,359.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 3M | -6.8% | -8.4% | +1.6% | +0.1% |
| 6M | +29.4% | +32.2% | -2.8% | +11.6% |
| YTD | +139.1% | +28.9% | +110.2% | +108.3% |
| 1Y | +521.0% | +43.8% | +477.2% | +416.4% |
| 3Y | +1,535.3% | +176.6% | +1,358.7% | +877.7% |
| 5Y | +889.8% | +121.6% | +768.3% | +514.8% |
| 10Y | +2,400.7% | +1,652.9% | +747.8% | +433.1% |
| All | +5,083.9% | +1,724.4% | +3,359.5% | +996.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling