-31.8%
LVS vs QSR
+23.8%
-55.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.5% | +1.0% | +5.2% |
| 7D | +13.4% | +5.2% | +8.2% | +12.0% |
| 30D | +12.2% | +12.2% | 0.0% | +9.6% |
| 3M | -10.7% | +7.0% | -17.8% | -11.8% |
| 6M | -19.8% | -0.3% | -19.5% | -20.6% |
| YTD | -35.8% | +18.0% | -53.8% | -38.5% |
| 1Y | -31.8% | +22.6% | -54.4% | -35.2% |
| All | -31.8% | +23.8% | -55.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling