+1,493.1%
LITE vs QSR
+137.6%
+1,355.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | +10.8% | -2.9% | +13.7% | +11.9% |
| 30D | -33.4% | +4.1% | -37.6% | -35.0% |
| 3M | -32.2% | -0.7% | -31.6% | -33.0% |
| 6M | -42.1% | +0.4% | -42.5% | -43.7% |
| YTD | +61.9% | +13.5% | +48.3% | +47.9% |
| 1Y | +163.0% | +11.0% | +152.0% | +142.3% |
| 3Y | +1,358.0% | +22.0% | +1,336.0% | +1,164.5% |
| 5Y | +549.9% | +57.1% | +492.9% | +395.3% |
| All | +1,493.1% | +137.6% | +1,355.5% | +650.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling