+62.6%
QLD vs LTH
+155.3%
-92.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.8% | -13.5% | -13.1% |
| 7D | -18.6% | +5.3% | -23.9% | -20.5% |
| 30D | -28.3% | +18.3% | -46.5% | -33.7% |
| 3M | -20.4% | +5.4% | -25.8% | -22.9% |
| 6M | -14.3% | +62.5% | -76.8% | -32.9% |
| YTD | +2.8% | +79.6% | -76.9% | -24.1% |
| 1Y | -1.2% | +88.1% | -89.4% | -28.8% |
| 3Y | +135.3% | +272.5% | -137.1% | +17.7% |
| 5Y | +62.6% | +146.1% | -83.6% | -17.0% |
| All | +62.6% | +155.3% | -92.8% | -17.0% |
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 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