-17.7%
LVS vs QSR
+33.2%
-51.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.5% | +2.4% | -3.9% | -1.8% |
| 30D | -3.2% | +7.6% | -10.9% | -4.0% |
| 3M | -12.0% | +12.6% | -24.6% | -13.0% |
| 6M | -19.9% | +14.4% | -34.3% | -22.2% |
| YTD | -30.6% | +19.6% | -50.3% | -33.2% |
| 1Y | -17.7% | +33.9% | -51.6% | -23.8% |
| All | -17.7% | +33.2% | -51.0% | -23.8% |
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