+12.3%
QQQ vs LITE
+140.5%
-128.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.7% |
| 7D | +3.6% | +10.8% | -7.1% | +2.4% |
| 30D | -6.7% | -33.4% | +26.7% | -3.4% |
| 3M | -7.0% | -32.2% | +25.2% | -4.3% |
| 6M | -4.7% | -42.1% | +37.4% | -1.9% |
| YTD | +11.1% | +61.9% | -50.8% | +5.6% |
| 1Y | +12.3% | +163.0% | -150.7% | +0.3% |
| All | +12.3% | +140.5% | -128.2% | +0.3% |
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