+135.2%
LTH vs QSR
+49.1%
+86.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.8% |
| 7D | -4.0% | -2.4% | -1.6% | -2.7% |
| 30D | -1.7% | +5.7% | -7.4% | -4.9% |
| 3M | +28.0% | +6.9% | +21.0% | +22.8% |
| 6M | +54.1% | +6.9% | +47.2% | +46.0% |
| YTD | +57.1% | +14.9% | +42.2% | +41.3% |
| 1Y | +45.8% | +29.1% | +16.7% | +20.8% |
| 3Y | +157.6% | +26.1% | +131.4% | +108.4% |
| All | +135.2% | +49.1% | +86.1% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling