+1,502.1%
QLD vs LH
+261.9%
+1,240.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.1% |
| 7D | +7.0% | +1.1% | +5.9% | +6.2% |
| 30D | -14.3% | +16.7% | -31.1% | -23.9% |
| 3M | -16.0% | +15.1% | -31.1% | -24.9% |
| 6M | -14.2% | +46.3% | -60.6% | -37.1% |
| YTD | +12.8% | +48.8% | -36.0% | -19.3% |
| 1Y | +14.1% | +39.7% | -25.6% | -14.3% |
| 3Y | +146.0% | +87.0% | +58.9% | +40.6% |
| 5Y | +82.0% | +53.0% | +29.0% | +22.4% |
| All | +1,502.1% | +261.9% | +1,240.3% | +451.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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