+122.1%
QLD vs LVS
+4.5%
+117.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +3.0% | +0.3% | +2.6% | +2.8% |
| 30D | -1.8% | -3.9% | +2.1% | -0.2% |
| 3M | -1.8% | -12.9% | +11.1% | +4.1% |
| 6M | +36.9% | -16.9% | +53.8% | +48.0% |
| YTD | +28.7% | -31.2% | +59.9% | +51.1% |
| 1Y | +41.9% | -16.4% | +58.3% | +49.2% |
| 3Y | +184.2% | -4.4% | +188.6% | +165.6% |
| 5Y | +122.1% | +6.7% | +115.5% | +78.1% |
| All | +122.1% | +4.5% | +117.6% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling