+875.9%
LITE vs QS
-44.4%
+920.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | -1.5% | -2.3% | +0.8% | -1.3% |
| 30D | +6.7% | -0.7% | +7.4% | +6.8% |
| 3M | -6.8% | -39.6% | +32.9% | -1.8% |
| 6M | +29.4% | -21.7% | +51.2% | +32.9% |
| YTD | +139.1% | -47.4% | +186.5% | +153.4% |
| 1Y | +521.0% | -28.4% | +549.4% | +537.0% |
| 3Y | +1,535.3% | -22.6% | +1,557.9% | +1,483.5% |
| 5Y | +889.8% | -75.6% | +965.4% | +869.5% |
| All | +875.9% | -44.4% | +920.3% | +1,066.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling