+232.7%
LITE vs QSR
+23.8%
+208.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.5% | -13.3% | -4.0% |
| 7D | -31.4% | +5.2% | -36.6% | -28.2% |
| 30D | -42.6% | +12.2% | -54.8% | -37.6% |
| 3M | -26.2% | +7.0% | -33.3% | -21.8% |
| 6M | -35.8% | -0.3% | -35.5% | -30.5% |
| YTD | +70.0% | +18.0% | +52.0% | +77.3% |
| 1Y | +232.7% | +22.6% | +210.1% | +237.8% |
| All | +232.7% | +23.8% | +208.9% | +237.8% |
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