+139.4%
QLD vs LH
+80.4%
+59.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.2% |
| 7D | -10.3% | +1.4% | -11.7% | -10.7% |
| 30D | -26.1% | +17.5% | -43.6% | -30.4% |
| 3M | -17.8% | +16.1% | -33.8% | -22.4% |
| 6M | -15.6% | +43.4% | -58.9% | -27.6% |
| YTD | +5.4% | +47.2% | -41.8% | -11.5% |
| 1Y | +5.2% | +50.1% | -44.9% | -12.8% |
| 3Y | +139.4% | +81.2% | +58.3% | +84.9% |
| All | +139.4% | +80.4% | +59.1% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling