-6.9%
LVS vs QSR
+25.8%
-32.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -3.5% | -4.0% | +0.5% | -2.0% |
| 30D | -6.2% | +2.8% | -9.0% | -7.1% |
| 3M | -14.8% | +5.1% | -19.9% | -16.4% |
| 6M | -20.9% | +8.8% | -29.7% | -24.1% |
| YTD | -33.0% | +14.8% | -47.9% | -37.5% |
| 1Y | -20.0% | +25.7% | -45.7% | -28.7% |
| 3Y | -6.9% | +27.5% | -34.5% | -21.1% |
| All | -6.9% | +25.8% | -32.7% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling