+551.8%
LITE vs QSR
+29.2%
+522.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +0.3% |
| 7D | +13.6% | -2.4% | +16.0% | +12.4% |
| 30D | +21.6% | +5.7% | +15.9% | +24.4% |
| 3M | +20.3% | +6.9% | +13.4% | +24.2% |
| 6M | +54.4% | +6.9% | +47.5% | +61.0% |
| YTD | +168.3% | +14.9% | +153.4% | +177.9% |
| 1Y | +551.8% | +29.1% | +522.7% | +563.2% |
| All | +551.8% | +29.2% | +522.6% | +563.2% |
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