-44.6%
QS vs LBRT
+200.4%
-245.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | -2.3% | +8.7% | -11.1% | -4.0% |
| 30D | -0.7% | +6.6% | -7.3% | -2.0% |
| 3M | -39.6% | -34.5% | -5.2% | -34.7% |
| 6M | -21.7% | -24.5% | +2.8% | -18.1% |
| YTD | -47.4% | +12.7% | -60.1% | -49.1% |
| 1Y | -28.4% | +94.8% | -123.2% | -37.7% |
| 3Y | -22.6% | +31.9% | -54.5% | -29.8% |
| 5Y | -75.6% | +111.8% | -187.4% | -79.1% |
| All | -44.6% | +200.4% | -245.0% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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