-82.4%
QID vs LTH
+156.3%
-238.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | -0.5% |
| 7D | -2.7% | +1.5% | -4.3% | -2.1% |
| 30D | +1.8% | -3.1% | +4.9% | +0.5% |
| 3M | -2.2% | +28.1% | -30.3% | +9.9% |
| 6M | -32.1% | +67.4% | -99.5% | -12.3% |
| YTD | -28.6% | +59.8% | -88.4% | -9.2% |
| 1Y | -36.3% | +45.6% | -81.9% | -22.2% |
| 3Y | -74.4% | +162.0% | -236.4% | -54.5% |
| All | -82.4% | +156.3% | -238.7% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling