+3,406.8%
LITE vs QSR
+170.0%
+3,236.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.8% |
| 7D | -12.9% | +3.9% | -16.8% | -14.2% |
| 30D | -46.0% | +9.3% | -55.2% | -48.1% |
| 3M | -33.0% | +5.9% | -38.9% | -35.2% |
| 6M | -34.0% | -1.0% | -33.1% | -35.3% |
| YTD | +61.7% | +16.7% | +45.0% | +47.3% |
| 1Y | +148.3% | +18.6% | +129.7% | +124.2% |
| 3Y | +1,408.5% | +25.4% | +1,383.1% | +1,211.1% |
| 5Y | +546.2% | +59.0% | +487.2% | +402.6% |
| 10Y | +1,533.3% | +130.4% | +1,402.9% | +957.0% |
| All | +3,406.8% | +170.0% | +3,236.8% | +2,130.8% |
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 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