+162.1%
LTH vs QSR
+47.3%
+114.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.3% | -2.9% | +1.7% | +0.4% |
| 30D | +15.7% | +4.1% | +11.5% | +12.9% |
| 3M | +5.0% | -0.7% | +5.6% | +5.0% |
| 6M | +37.7% | +0.4% | +37.2% | +36.5% |
| YTD | +75.0% | +13.5% | +61.5% | +58.0% |
| 1Y | +82.6% | +11.0% | +71.7% | +67.4% |
| 3Y | +241.3% | +22.0% | +219.3% | +182.1% |
| 5Y | +135.4% | +57.1% | +78.4% | +47.3% |
| All | +162.1% | +47.3% | +114.8% | +62.8% |
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 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