+82.1%
QLD vs LTH
+137.1%
-55.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.6% | -3.4% |
| 7D | +7.0% | -1.3% | +8.3% | +7.5% |
| 30D | -14.3% | +15.7% | -30.0% | -20.1% |
| 3M | -16.0% | +5.0% | -21.0% | -18.6% |
| 6M | -14.2% | +37.7% | -51.9% | -27.4% |
| YTD | +12.8% | +75.0% | -62.3% | -16.0% |
| 1Y | +14.1% | +82.6% | -68.6% | -16.9% |
| 3Y | +146.0% | +241.3% | -95.3% | +27.7% |
| All | +82.1% | +137.1% | -55.0% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling