+5,083.9%
LITE vs QSR
+176.8%
+4,907.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | +2.4% | -4.0% | -2.4% |
| 30D | +6.7% | +7.6% | -1.0% | +3.7% |
| 3M | -6.8% | +12.6% | -19.4% | -11.8% |
| 6M | +29.4% | +14.4% | +15.1% | +20.6% |
| YTD | +139.1% | +19.6% | +119.5% | +118.2% |
| 1Y | +521.0% | +33.9% | +487.1% | +438.0% |
| 3Y | +1,535.3% | +27.1% | +1,508.2% | +1,329.1% |
| 5Y | +889.8% | +48.5% | +841.3% | +700.6% |
| 10Y | +2,400.7% | +126.2% | +2,274.5% | +1,536.6% |
| All | +5,083.9% | +176.8% | +4,907.1% | +3,204.3% |
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 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