+81.1%
QLD vs LTH
+142.3%
-61.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.0% |
| 7D | -1.4% | +7.0% | -8.4% | -4.5% |
| 30D | -19.6% | +15.4% | -35.0% | -24.9% |
| 3M | -14.1% | +7.0% | -21.2% | -17.4% |
| 6M | -13.6% | +46.9% | -60.5% | -28.9% |
| YTD | +12.5% | +76.4% | -63.9% | -16.2% |
| 1Y | +13.1% | +83.7% | -70.6% | -17.6% |
| 3Y | +154.7% | +248.9% | -94.2% | +31.8% |
| 5Y | +81.1% | +141.8% | -60.7% | -6.9% |
| All | +81.1% | +142.3% | -61.2% | -6.9% |
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