+93.3%
QQQM vs LVS
-7.9%
+101.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | -0.6% | -3.5% | +2.9% | +0.1% |
| 30D | -1.2% | -6.2% | +5.0% | 0.0% |
| 3M | -0.1% | -14.8% | +14.7% | +3.1% |
| 6M | +18.0% | -20.9% | +38.8% | +23.3% |
| YTD | +16.7% | -33.0% | +49.7% | +26.1% |
| 1Y | +23.0% | -20.0% | +43.1% | +27.1% |
| 3Y | +93.3% | -6.9% | +100.3% | +80.4% |
| All | +93.3% | -7.9% | +101.2% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling