+146.1%
LITE vs QSR
+13.6%
+132.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -4.9% |
| 7D | +22.6% | -3.9% | +26.5% | +18.8% |
| 30D | -36.8% | +5.9% | -42.7% | -33.2% |
| 3M | -33.0% | +1.7% | -34.7% | -30.7% |
| 6M | -37.1% | -1.9% | -35.2% | -33.8% |
| YTD | +69.5% | +13.6% | +55.8% | +78.5% |
| 1Y | +146.1% | +13.1% | +133.0% | +160.8% |
| All | +146.1% | +13.6% | +132.5% | +160.8% |
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