-100.0%
QID vs LH
+536.9%
-636.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -1.5% |
| 7D | -0.6% | -2.5% | +1.8% | -2.7% |
| 30D | 0.0% | +4.3% | -4.3% | +3.7% |
| 3M | +3.7% | +25.5% | -21.8% | +25.6% |
| 6M | -29.9% | +17.0% | -46.8% | -19.6% |
| YTD | -28.8% | +31.3% | -60.0% | -9.7% |
| 1Y | -37.2% | +20.0% | -57.1% | -26.3% |
| 3Y | -73.7% | +63.9% | -137.6% | -56.7% |
| 5Y | -80.7% | +30.9% | -111.6% | -70.8% |
| 10Y | -99.1% | +191.4% | -290.5% | -96.0% |
| All | -100.0% | +536.9% | -636.9% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling