+565.3%
QQQ vs LITE
+3,258.3%
-2,693.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.4% |
| 7D | +6.4% | +22.6% | -16.2% | +2.2% |
| 30D | -7.5% | -36.8% | +29.3% | -0.3% |
| 3M | -4.8% | -33.0% | +28.2% | +0.3% |
| 6M | -2.5% | -37.1% | +34.6% | +1.9% |
| YTD | +12.4% | +69.5% | -57.1% | -7.7% |
| 1Y | +11.3% | +146.1% | -134.8% | -16.8% |
| 3Y | +85.0% | +1,440.8% | -1,355.9% | -14.3% |
| 5Y | +79.6% | +580.4% | -500.8% | -2.6% |
| 10Y | +535.9% | +1,606.7% | -1,070.8% | +194.9% |
| All | +565.3% | +3,258.3% | -2,693.0% | +203.0% |
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