-72.2%
QID vs LTH
+249.2%
-321.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | +14.4% | +17.7% | -3.3% | +21.1% |
| 3M | +6.7% | +8.5% | -1.8% | +9.7% |
| 6M | +2.6% | +46.9% | -44.4% | +19.2% |
| YTD | -24.2% | +78.8% | -103.0% | -3.0% |
| 1Y | -22.3% | +84.9% | -107.2% | +1.1% |
| All | -72.2% | +249.2% | -321.4% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling