+594.4%
QQQ vs LITE
+4,637.9%
-4,043.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.6% |
| 7D | +0.4% | -1.5% | +1.9% | +0.6% |
| 30D | +0.2% | +6.7% | -6.4% | -1.7% |
| 3M | -2.8% | -6.8% | +3.9% | -3.4% |
| 6M | +18.0% | +29.4% | -11.4% | +6.9% |
| YTD | +17.3% | +139.1% | -121.8% | -8.0% |
| 1Y | +25.6% | +521.0% | -495.4% | -22.2% |
| 3Y | +93.7% | +1,535.3% | -1,441.6% | -9.1% |
| 5Y | +94.2% | +889.8% | -795.7% | -0.2% |
| 10Y | +557.9% | +2,400.7% | -1,842.9% | +190.8% |
| All | +594.4% | +4,637.9% | -4,043.6% | +201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling