+1,628.2%
QLD vs LH
+190.8%
+1,437.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.4% |
| 7D | +0.6% | -2.5% | +3.0% | +2.4% |
| 30D | -0.1% | +4.3% | -4.5% | -3.4% |
| 3M | -8.4% | +25.5% | -33.9% | -23.9% |
| 6M | +32.2% | +17.0% | +15.2% | +15.7% |
| YTD | +28.9% | +31.3% | -2.4% | +2.2% |
| 1Y | +43.8% | +20.0% | +23.9% | +21.1% |
| 3Y | +176.6% | +63.9% | +112.7% | +76.0% |
| 5Y | +121.6% | +30.9% | +90.7% | +69.1% |
| All | +1,628.2% | +190.8% | +1,437.5% | +625.0% |
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