+152.0%
QQQM vs LVS
+0.3%
+151.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | -0.6% | -3.5% | +2.9% | +0.2% |
| 30D | -1.2% | -6.2% | +5.0% | +0.1% |
| 3M | -0.1% | -14.8% | +14.7% | +3.2% |
| 6M | +18.0% | -20.9% | +38.8% | +23.6% |
| YTD | +16.7% | -33.0% | +49.7% | +26.4% |
| 1Y | +23.0% | -20.0% | +43.1% | +27.4% |
| 3Y | +93.3% | -6.9% | +100.3% | +87.9% |
| 5Y | +96.3% | +9.1% | +87.2% | +76.6% |
| All | +152.0% | +0.3% | +151.8% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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