+3,068.2%
LITE vs QSR
+170.6%
+2,897.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.0% |
| 7D | -35.9% | +7.3% | -43.2% | -37.8% |
| 30D | -51.5% | +11.9% | -63.4% | -53.8% |
| 3M | -35.7% | +7.5% | -43.2% | -38.1% |
| 6M | -43.0% | +2.5% | -45.4% | -44.9% |
| YTD | +46.1% | +17.0% | +29.2% | +33.0% |
| 1Y | +124.7% | +18.1% | +106.6% | +103.3% |
| 3Y | +1,172.1% | +28.6% | +1,143.4% | +993.5% |
| 5Y | +477.0% | +55.8% | +421.3% | +352.6% |
| 10Y | +1,465.7% | +140.5% | +1,325.2% | +903.5% |
| All | +3,068.2% | +170.6% | +2,897.6% | +1,914.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling