-4.9%
LVS vs QS
-47.4%
+42.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -4.3% | -5.0% | +0.7% | -3.9% |
| 30D | -6.8% | -18.3% | +11.5% | -5.5% |
| 3M | -15.6% | -26.0% | +10.4% | -14.1% |
| 6M | -20.6% | -24.0% | +3.4% | -19.7% |
| YTD | -33.4% | -50.3% | +16.9% | -30.6% |
| 1Y | -20.1% | -38.0% | +17.8% | -19.5% |
| 3Y | -7.4% | -24.6% | +17.2% | -13.3% |
| 5Y | +8.5% | -75.4% | +83.9% | +5.2% |
| All | -4.9% | -47.4% | +42.5% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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