-99.1%
QID vs LH
+183.3%
-282.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -0.7% |
| 7D | +1.3% | -4.7% | +6.0% | -2.2% |
| 30D | +2.9% | -3.5% | +6.4% | +0.4% |
| 3M | -0.7% | +17.7% | -18.4% | +12.2% |
| 6M | -29.7% | +15.8% | -45.4% | -21.3% |
| YTD | -27.9% | +25.1% | -53.0% | -14.1% |
| 1Y | -34.6% | +12.5% | -47.1% | -28.2% |
| 3Y | -73.5% | +59.8% | -133.3% | -59.1% |
| 5Y | -81.0% | +27.1% | -108.1% | -72.6% |
| All | -99.1% | +183.3% | -282.4% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling