+0.3%
LVS vs QID
-100.0%
+100.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.7% |
| 7D | +0.3% | -2.7% | +3.1% | -1.3% |
| 30D | -3.9% | +1.8% | -5.7% | -2.9% |
| 3M | -12.9% | -2.2% | -10.7% | -13.7% |
| 6M | -16.9% | -32.1% | +15.2% | -33.0% |
| YTD | -31.2% | -28.6% | -2.7% | -42.5% |
| 1Y | -16.4% | -36.3% | +19.9% | -34.1% |
| 3Y | -4.4% | -74.4% | +70.0% | -51.7% |
| 5Y | +6.7% | -80.8% | +87.4% | -43.4% |
| 10Y | +1.4% | -99.1% | +100.6% | -91.3% |
| All | +0.3% | -100.0% | +100.3% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling