-80.7%
QID vs LH
+23.7%
-104.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.4% | +6.7% | -0.6% |
| 7D | +2.7% | -7.4% | +10.1% | -2.2% |
| 30D | +3.3% | -4.6% | +7.9% | +0.3% |
| 3M | -5.5% | +14.5% | -20.0% | +3.4% |
| 6M | -28.4% | +14.8% | -43.2% | -21.2% |
| YTD | -26.6% | +23.3% | -49.8% | -14.7% |
| 1Y | -34.1% | +13.6% | -47.7% | -27.9% |
| 3Y | -73.7% | +56.3% | -130.0% | -60.1% |
| 5Y | -80.7% | +25.2% | -105.9% | -71.6% |
| All | -80.7% | +23.7% | -104.3% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling