+1,418.0%
QLD vs LVS
-12.6%
+1,430.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.4% | +8.2% | +7.5% |
| 7D | -1.4% | +5.2% | -6.6% | -4.2% |
| 30D | -19.6% | +12.0% | -31.6% | -24.6% |
| 3M | -14.1% | -11.5% | -2.6% | -9.2% |
| 6M | -13.6% | -23.2% | +9.6% | -2.2% |
| YTD | +12.5% | -36.7% | +49.2% | +39.6% |
| 1Y | +13.1% | -36.8% | +49.9% | +40.4% |
| 3Y | +154.7% | -10.5% | +165.3% | +146.8% |
| 5Y | +81.1% | +5.1% | +76.0% | +51.3% |
| 10Y | +1,418.0% | -14.0% | +1,432.0% | +1,268.1% |
| All | +1,418.0% | -12.6% | +1,430.6% | +1,268.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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