+521.0%
LITE vs QS
-28.5%
+549.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | -1.5% | -2.3% | +0.8% | -0.8% |
| 30D | +6.7% | -0.7% | +7.4% | +7.0% |
| 3M | -6.8% | -39.6% | +32.9% | +6.2% |
| 6M | +29.4% | -21.7% | +51.2% | +38.8% |
| YTD | +139.1% | -47.4% | +186.5% | +174.6% |
| 1Y | +521.0% | -28.4% | +549.4% | +608.3% |
| All | +521.0% | -28.5% | +549.5% | +608.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling