-98.2%
QID vs LBRT
+33.5%
-131.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | 0.0% |
| 7D | -0.6% | +8.7% | -9.4% | +1.2% |
| 30D | 0.0% | +6.6% | -6.6% | +1.7% |
| 3M | +3.7% | -34.5% | +38.2% | -3.5% |
| 6M | -29.9% | -24.5% | -5.4% | -32.4% |
| YTD | -28.8% | +12.7% | -41.5% | -24.4% |
| 1Y | -37.2% | +94.8% | -132.0% | -23.2% |
| 3Y | -73.7% | +31.9% | -105.6% | -68.0% |
| 5Y | -80.7% | +111.8% | -192.6% | -72.1% |
| All | -98.2% | +33.5% | -131.7% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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