-3.3%
LVS vs QID
-99.2%
+95.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | -0.2% |
| 7D | -3.5% | +1.3% | -4.7% | -3.0% |
| 30D | -6.2% | +2.9% | -9.2% | -5.1% |
| 3M | -14.8% | -0.7% | -14.1% | -14.7% |
| 6M | -20.9% | -29.7% | +8.8% | -30.4% |
| YTD | -33.0% | -27.9% | -5.2% | -40.3% |
| 1Y | -20.0% | -34.6% | +14.6% | -30.9% |
| 3Y | -6.9% | -73.5% | +66.6% | -39.8% |
| 5Y | +9.1% | -81.0% | +90.1% | -27.2% |
| All | -3.3% | -99.2% | +95.9% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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