-78.2%
QID vs LTH
+143.1%
-221.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +23.0% |
| 3M | +6.7% | +8.5% | -1.8% | +10.6% |
| 6M | +2.6% | +46.9% | -44.4% | +23.0% |
| YTD | -24.2% | +78.8% | -103.0% | +1.7% |
| 1Y | -22.3% | +84.9% | -107.2% | +6.2% |
| 3Y | -72.0% | +246.4% | -318.4% | -43.5% |
| 5Y | -78.2% | +129.6% | -207.7% | -47.0% |
| All | -78.2% | +143.1% | -221.2% | -47.0% |
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 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