-99.1%
QID vs LPLA
+1,226.8%
-1,325.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.0% |
| 7D | +2.7% | -3.7% | +6.4% | +0.7% |
| 30D | +3.3% | -6.4% | +9.7% | -0.1% |
| 3M | -5.5% | +20.2% | -25.7% | +4.7% |
| 6M | -28.4% | +12.8% | -41.2% | -22.9% |
| YTD | -26.6% | -2.5% | -24.1% | -26.3% |
| 1Y | -34.1% | +1.9% | -36.1% | -31.5% |
| 3Y | -73.7% | +45.0% | -118.7% | -63.2% |
| 5Y | -80.7% | +146.6% | -227.3% | -57.7% |
| All | -99.1% | +1,226.8% | -1,325.9% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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