+503.4%
QQQ vs LITE
+1,381.7%
-878.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +0.3% |
| 7D | -5.0% | -35.9% | +31.0% | +3.1% |
| 30D | -13.4% | -51.5% | +38.1% | -1.2% |
| 3M | -8.1% | -35.7% | +27.6% | -2.2% |
| 6M | -5.5% | -43.0% | +37.5% | +0.7% |
| YTD | +7.2% | +46.1% | -39.0% | -10.8% |
| 1Y | +7.8% | +124.7% | -116.9% | -20.3% |
| 3Y | +80.7% | +1,172.1% | -1,091.3% | -19.7% |
| 5Y | +69.6% | +477.0% | -407.4% | -10.4% |
| All | +503.4% | +1,381.7% | -878.3% | +160.9% |
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