+9,127.5%
QLD vs LVS
+5.7%
+9,121.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.6% | -1.5% | +2.1% | +1.1% |
| 30D | -0.1% | -3.2% | +3.1% | +0.8% |
| 3M | -8.4% | -12.0% | +3.6% | -4.8% |
| 6M | +32.2% | -19.9% | +52.1% | +41.5% |
| YTD | +28.9% | -30.6% | +59.5% | +43.9% |
| 1Y | +43.8% | -17.7% | +61.6% | +50.5% |
| 3Y | +176.6% | -14.2% | +190.8% | +181.2% |
| 5Y | +121.6% | +9.6% | +111.9% | +103.2% |
| 10Y | +1,652.9% | +5.7% | +1,647.2% | +1,521.1% |
| All | +9,127.5% | +5.7% | +9,121.8% | +7,719.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling