+12.3%
QQQ vs LITE
+233.7%
-221.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.9% | +8.8% | +1.7% |
| 7D | -4.6% | -31.4% | +26.8% | -1.3% |
| 30D | -8.5% | -42.6% | +34.1% | -4.0% |
| 3M | -4.3% | -26.2% | +21.9% | -2.4% |
| 6M | +3.1% | -35.8% | +38.9% | +5.2% |
| YTD | +13.0% | +70.0% | -57.0% | +6.8% |
| 1Y | +12.3% | +232.7% | -220.5% | -1.5% |
| All | +12.3% | +233.7% | -221.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 1y: compounded portfolio wealth divided by compounded LITE 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…
1y analysis · Full analysis span regression · 6 months rolling