+1,172.1%
LITE vs QSR
+27.3%
+1,144.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.6% |
| 7D | -35.9% | +7.3% | -43.2% | -35.8% |
| 30D | -51.5% | +11.9% | -63.4% | -51.6% |
| 3M | -35.7% | +7.5% | -43.2% | -35.9% |
| 6M | -43.0% | +2.5% | -45.4% | -42.9% |
| YTD | +46.1% | +17.0% | +29.2% | +39.4% |
| 1Y | +124.7% | +18.1% | +106.6% | +112.8% |
| 3Y | +1,172.1% | +28.6% | +1,143.4% | +1,039.1% |
| All | +1,172.1% | +27.3% | +1,144.7% | +1,039.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling