-75.4%
QS vs LH
+23.7%
-99.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +2.3% |
| 7D | -5.0% | -7.4% | +2.4% | +0.2% |
| 30D | -18.3% | -4.6% | -13.7% | -15.7% |
| 3M | -26.0% | +14.5% | -40.5% | -33.5% |
| 6M | -24.0% | +14.8% | -38.8% | -32.6% |
| YTD | -50.3% | +23.3% | -73.5% | -58.5% |
| 1Y | -38.0% | +13.6% | -51.6% | -45.4% |
| 3Y | -24.6% | +56.3% | -80.9% | -53.0% |
| 5Y | -75.4% | +25.2% | -100.6% | -81.5% |
| All | -75.4% | +23.7% | -99.1% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling