+7.1%
QLD vs LH
+48.9%
-41.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -3.8% | +4.8% | -8.6% | -4.0% |
| 30D | -20.5% | +18.8% | -39.4% | -20.7% |
| 3M | -14.6% | +15.7% | -30.3% | -14.8% |
| 6M | -14.7% | +46.7% | -61.3% | -15.0% |
| YTD | +11.2% | +48.9% | -37.7% | +12.8% |
| 1Y | +7.1% | +43.5% | -36.4% | +8.8% |
| All | +7.1% | +48.9% | -41.8% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling