+901.5%
LITE vs QS
-75.2%
+976.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | -1.5% | -2.3% | +0.8% | -1.1% |
| 30D | +6.7% | -0.7% | +7.4% | +6.9% |
| 3M | -6.8% | -39.6% | +32.9% | +2.1% |
| 6M | +29.4% | -21.7% | +51.2% | +35.3% |
| YTD | +139.1% | -47.4% | +186.5% | +164.8% |
| 1Y | +521.0% | -28.4% | +549.4% | +543.2% |
| 3Y | +1,535.3% | -22.6% | +1,557.9% | +1,391.6% |
| All | +901.5% | -75.2% | +976.8% | +845.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling