+146.0%
QLD vs LVS
-9.1%
+155.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.5% |
| 7D | +7.0% | -0.8% | +7.8% | +7.2% |
| 30D | -14.3% | +10.0% | -24.3% | -17.7% |
| 3M | -16.0% | -11.0% | -5.0% | -12.5% |
| 6M | -14.2% | -20.1% | +5.9% | -7.1% |
| YTD | +12.8% | -36.3% | +49.1% | +33.5% |
| 1Y | +14.1% | -36.8% | +50.9% | +35.4% |
| 3Y | +146.0% | -9.5% | +155.5% | +115.1% |
| All | +146.0% | -9.1% | +155.0% | +115.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling