+7.1%
QLD vs LTH
+85.5%
-78.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -3.8% | +6.4% | -10.2% | -4.9% |
| 30D | -20.5% | +16.7% | -37.3% | -22.9% |
| 3M | -14.6% | +11.7% | -26.3% | -16.5% |
| 6M | -14.7% | +48.5% | -63.2% | -24.0% |
| YTD | +11.2% | +78.4% | -67.2% | -7.7% |
| 1Y | +7.1% | +89.7% | -82.6% | -13.0% |
| All | +7.1% | +85.5% | -78.4% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling