-6.8%
QQQ vs LITE
-48.8%
+42.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -18.7% | +12.2% | -3.9% |
| 7D | -9.5% | -44.6% | +35.0% | -2.6% |
| 30D | -14.8% | -55.0% | +40.2% | -6.3% |
| 3M | -9.7% | -38.3% | +28.6% | -5.2% |
| All | -6.8% | -48.8% | +42.0% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling