+143.5%
LTH vs QSR
+55.2%
+88.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -0.6% | +2.4% | -3.1% | -2.0% |
| 30D | -4.6% | +7.6% | -12.2% | -8.6% |
| 3M | +32.8% | +12.6% | +20.2% | +23.7% |
| 6M | +64.6% | +14.4% | +50.3% | +49.7% |
| YTD | +62.6% | +19.6% | +43.0% | +42.9% |
| 1Y | +49.9% | +33.9% | +16.1% | +21.7% |
| 3Y | +151.3% | +27.1% | +124.2% | +104.1% |
| All | +143.5% | +55.2% | +88.3% | +47.3% |
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