+2,502.5%
LITE vs QSR
+122.5%
+2,380.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.4% | +13.4% | +11.9% |
| 7D | +12.6% | +0.1% | +12.5% | +12.4% |
| 30D | +9.9% | +5.9% | +4.0% | +7.3% |
| 3M | +9.3% | +10.5% | -1.2% | +3.9% |
| 6M | +75.2% | +7.7% | +67.5% | +66.8% |
| YTD | +165.5% | +16.8% | +148.7% | +143.1% |
| 1Y | +555.0% | +30.9% | +524.1% | +466.8% |
| 3Y | +1,870.5% | +28.2% | +1,842.3% | +1,596.4% |
| 5Y | +1,009.8% | +45.0% | +964.9% | +791.3% |
| 10Y | +2,502.5% | +127.3% | +2,375.2% | +1,502.3% |
| All | +2,502.5% | +122.5% | +2,380.0% | +1,502.3% |
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