+983.6%
LITE vs QS
-43.2%
+1,026.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.0% | +9.0% | +10.8% |
| 7D | +12.6% | +2.2% | +10.4% | +12.4% |
| 30D | +9.9% | -8.1% | +18.0% | +11.0% |
| 3M | +9.3% | -27.0% | +36.3% | +12.9% |
| 6M | +75.2% | -16.4% | +91.7% | +78.6% |
| YTD | +165.5% | -46.4% | +211.8% | +180.9% |
| 1Y | +555.0% | -41.1% | +596.1% | +584.3% |
| 3Y | +1,870.5% | -18.6% | +1,889.1% | +1,800.8% |
| 5Y | +1,009.8% | -73.0% | +1,082.9% | +984.5% |
| All | +983.6% | -43.2% | +1,026.9% | +1,192.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling