+121.5%
QLD vs LTH
+186.8%
-65.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | -1.2% | +0.3% | -1.5% | -1.4% |
| 30D | -15.7% | +17.7% | -33.4% | -21.9% |
| 3M | -10.0% | +8.5% | -18.5% | -13.9% |
| 6M | -11.2% | +46.9% | -58.2% | -26.7% |
| YTD | +16.4% | +78.8% | -62.4% | -13.5% |
| 1Y | +12.7% | +84.9% | -72.2% | -17.7% |
| 3Y | +152.3% | +246.4% | -94.1% | +32.7% |
| 5Y | +91.8% | +129.6% | -37.8% | -1.5% |
| All | +121.5% | +186.8% | -65.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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