+1,426.5%
LITE vs QS
-28.5%
+1,455.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.8% | +4.2% | -1.9% |
| 7D | +22.6% | -5.6% | +28.1% | +24.0% |
| 30D | -36.8% | -5.8% | -31.0% | -36.0% |
| 3M | -33.0% | -39.2% | +6.2% | -25.8% |
| 6M | -37.1% | -53.9% | +16.9% | -26.8% |
| YTD | +69.5% | -62.8% | +132.2% | +101.6% |
| 1Y | +146.1% | -73.5% | +219.6% | +210.8% |
| All | +1,426.5% | -28.5% | +1,455.1% | +1,280.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling