-6.9%
LVS vs QS
-24.6%
+17.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -3.5% | -3.6% | +0.2% | -3.2% |
| 30D | -6.2% | -17.2% | +11.0% | -5.1% |
| 3M | -14.8% | -27.0% | +12.1% | -13.4% |
| 6M | -20.9% | -24.6% | +3.7% | -20.1% |
| YTD | -33.0% | -49.3% | +16.3% | -30.7% |
| 1Y | -20.0% | -40.3% | +20.3% | -19.7% |
| 3Y | -6.9% | -23.8% | +16.9% | -14.3% |
| All | -6.9% | -24.6% | +17.6% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling