+103.5%
QQQM vs LTH
+150.5%
-47.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -0.6% | -4.0% | +3.4% | +0.3% |
| 30D | -1.2% | -5.3% | +4.1% | -0.1% |
| 3M | -0.1% | +19.0% | -19.1% | -4.3% |
| 6M | +18.0% | +55.8% | -37.8% | +5.6% |
| YTD | +16.7% | +56.1% | -39.4% | +4.1% |
| 1Y | +23.0% | +41.3% | -18.2% | +12.0% |
| 3Y | +93.3% | +156.6% | -63.3% | +49.3% |
| All | +103.5% | +150.5% | -47.0% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling