-82.3%
QID vs LTH
+152.0%
-234.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | -0.3% |
| 7D | -1.9% | -4.0% | +2.1% | -3.7% |
| 30D | +1.7% | -1.7% | +3.4% | +1.0% |
| 3M | -3.9% | +28.0% | -31.9% | +7.9% |
| 6M | -30.0% | +54.1% | -84.0% | -13.1% |
| YTD | -28.2% | +57.1% | -85.3% | -9.4% |
| 1Y | -35.6% | +45.8% | -81.4% | -21.3% |
| 3Y | -74.3% | +157.6% | -231.8% | -54.6% |
| All | -82.3% | +152.0% | -234.2% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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