+528.0%
QQQ vs LITE
+1,511.2%
-983.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.7% | -7.1% | +1.4% |
| 7D | -0.3% | -12.9% | +12.6% | +2.1% |
| 30D | -9.6% | -46.0% | +36.4% | +1.0% |
| 3M | -5.9% | -33.0% | +27.1% | -0.8% |
| 6M | -4.3% | -34.0% | +29.8% | -1.0% |
| YTD | +11.0% | +61.7% | -50.8% | -9.6% |
| 1Y | +11.9% | +148.3% | -136.3% | -18.9% |
| 3Y | +86.7% | +1,408.5% | -1,321.8% | -20.1% |
| 5Y | +77.1% | +546.2% | -469.1% | -8.6% |
| All | +528.0% | +1,511.2% | -983.2% | +169.4% |
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