-99.9%
QID vs LPLA
+1,311.2%
-1,411.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.5% |
| 7D | -0.6% | -3.1% | +2.4% | -2.1% |
| 30D | 0.0% | -0.1% | +0.1% | +0.1% |
| 3M | +3.7% | +23.2% | -19.5% | +15.8% |
| 6M | -29.9% | +15.5% | -45.4% | -23.8% |
| YTD | -28.8% | +0.9% | -29.7% | -27.2% |
| 1Y | -37.2% | +0.2% | -37.3% | -35.3% |
| 3Y | -73.7% | +55.2% | -128.9% | -62.7% |
| 5Y | -80.7% | +145.4% | -226.2% | -60.6% |
| 10Y | -99.1% | +1,229.7% | -1,328.8% | -94.6% |
| All | -99.9% | +1,311.2% | -1,411.2% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling