+521.0%
LITE vs QSR
+33.2%
+487.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | +2.4% | -4.0% | -0.5% |
| 30D | +6.7% | +7.6% | -1.0% | +9.6% |
| 3M | -6.8% | +12.6% | -19.4% | -1.9% |
| 6M | +29.4% | +14.4% | +15.1% | +36.7% |
| YTD | +139.1% | +19.6% | +119.5% | +150.6% |
| 1Y | +521.0% | +33.9% | +487.1% | +537.8% |
| All | +521.0% | +33.2% | +487.8% | +537.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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