+523.8%
QQQ vs LITE
+1,482.6%
-958.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -1.5% | -13.9% | +12.4% | +1.1% |
| 30D | -10.2% | -46.9% | +36.7% | +0.7% |
| 3M | -6.3% | -28.0% | +21.7% | -2.5% |
| 6M | -4.9% | -35.2% | +30.3% | -1.3% |
| YTD | +10.2% | +58.9% | -48.7% | -9.9% |
| 1Y | +8.8% | +125.3% | -116.5% | -19.3% |
| 3Y | +81.4% | +1,344.4% | -1,263.1% | -21.6% |
| 5Y | +78.5% | +541.2% | -462.7% | -7.7% |
| 10Y | +523.8% | +1,587.5% | -1,063.7% | +168.5% |
| All | +523.8% | +1,482.6% | -958.8% | +168.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling