+93.3%
QQQM vs LH
+58.7%
+34.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | -0.6% | -4.7% | +4.1% | +0.3% |
| 30D | -1.2% | -3.5% | +2.3% | -0.6% |
| 3M | -0.1% | +17.7% | -17.8% | -3.4% |
| 6M | +18.0% | +15.8% | +2.2% | +14.3% |
| YTD | +16.7% | +25.1% | -8.4% | +10.8% |
| 1Y | +23.0% | +12.5% | +10.5% | +19.8% |
| 3Y | +93.3% | +59.8% | +33.6% | +75.7% |
| All | +93.3% | +58.7% | +34.7% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 3y: compounded portfolio wealth divided by compounded LH 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…
3y analysis · Full analysis span regression · 6 months rolling