+7,443.4%
QLD vs LH
+627.5%
+6,815.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.8% |
| 7D | -10.3% | +1.4% | -11.7% | -11.2% |
| 30D | -26.1% | +17.5% | -43.6% | -35.9% |
| 3M | -17.8% | +16.1% | -33.8% | -28.3% |
| 6M | -15.6% | +43.4% | -58.9% | -39.8% |
| YTD | +5.4% | +47.2% | -41.8% | -27.5% |
| 1Y | +5.2% | +50.1% | -44.9% | -29.1% |
| 3Y | +139.4% | +81.2% | +58.3% | +30.9% |
| 5Y | +66.7% | +63.7% | +3.0% | -0.6% |
| 10Y | +1,422.1% | +269.2% | +1,152.9% | +287.3% |
| All | +7,443.4% | +627.5% | +6,815.9% | +718.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling