+133.7%
LTH vs QSR
+48.1%
+85.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.3% |
| 7D | -3.7% | -4.7% | +1.0% | -1.0% |
| 30D | -5.3% | +4.3% | -9.6% | -7.7% |
| 3M | +24.2% | +5.4% | +18.7% | +20.2% |
| 6M | +54.8% | +8.2% | +46.7% | +45.6% |
| YTD | +56.1% | +14.1% | +41.9% | +40.9% |
| 1Y | +45.5% | +28.1% | +17.4% | +21.1% |
| 3Y | +155.9% | +25.3% | +130.6% | +107.9% |
| All | +133.7% | +48.1% | +85.6% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling