+7,443.4%
QLD vs LVS
-2.2%
+7,445.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -10.3% | +11.1% | -21.3% | -13.5% |
| 30D | -26.1% | +14.7% | -40.7% | -29.5% |
| 3M | -17.8% | -10.9% | -6.8% | -14.9% |
| 6M | -15.6% | -22.3% | +6.8% | -8.9% |
| YTD | +5.4% | -35.8% | +41.2% | +20.4% |
| 1Y | +5.2% | -33.5% | +38.7% | +18.7% |
| 3Y | +139.4% | -11.7% | +151.2% | +140.6% |
| 5Y | +66.7% | +2.6% | +64.1% | +57.0% |
| 10Y | +1,422.1% | -11.9% | +1,433.9% | +1,383.8% |
| All | +7,443.4% | -2.2% | +7,445.6% | +6,441.5% |
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