-1.8%
LVS vs QS
-43.2%
+41.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | +0.3% | +2.2% | -1.9% | +0.2% |
| 30D | -3.9% | -8.1% | +4.1% | -3.4% |
| 3M | -12.9% | -27.0% | +14.2% | -11.2% |
| 6M | -16.9% | -16.4% | -0.5% | -16.6% |
| YTD | -31.2% | -46.4% | +15.1% | -28.8% |
| 1Y | -16.4% | -41.1% | +24.7% | -15.4% |
| 3Y | -4.4% | -18.6% | +14.2% | -11.0% |
| 5Y | +6.7% | -73.0% | +79.7% | +2.7% |
| All | -1.8% | -43.2% | +41.5% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling