+1,520.2%
QLD vs LH
+263.2%
+1,257.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.3% | +4.4% |
| 7D | -1.2% | +1.2% | -2.4% | -1.9% |
| 30D | -15.7% | +18.0% | -33.7% | -25.7% |
| 3M | -10.0% | +15.7% | -25.7% | -19.9% |
| 6M | -11.2% | +46.6% | -57.9% | -35.0% |
| YTD | +16.4% | +49.5% | -33.1% | -17.0% |
| 1Y | +12.7% | +40.2% | -27.5% | -15.5% |
| 3Y | +152.3% | +87.6% | +64.7% | +44.0% |
| 5Y | +91.8% | +59.3% | +32.5% | +24.9% |
| 10Y | +1,520.2% | +266.1% | +1,254.2% | +464.2% |
| All | +1,520.2% | +263.2% | +1,257.0% | +464.2% |
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