+901.5%
LITE vs QSR
+49.2%
+852.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | +2.4% | -4.0% | -2.3% |
| 30D | +6.7% | +7.6% | -1.0% | +4.2% |
| 3M | -6.8% | +12.6% | -19.4% | -11.0% |
| 6M | +29.4% | +14.4% | +15.1% | +21.3% |
| YTD | +139.1% | +19.6% | +119.5% | +119.0% |
| 1Y | +521.0% | +33.9% | +487.1% | +435.7% |
| 3Y | +1,535.3% | +27.1% | +1,508.2% | +1,316.0% |
| All | +901.5% | +49.2% | +852.3% | +655.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling