-44.6%
QS vs LH
+110.6%
-155.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +1.3% |
| 7D | -2.3% | -2.5% | +0.1% | -0.9% |
| 30D | -0.7% | +4.3% | -5.1% | -3.1% |
| 3M | -39.6% | +25.5% | -65.2% | -47.8% |
| 6M | -21.7% | +17.0% | -38.7% | -29.5% |
| YTD | -47.4% | +31.3% | -78.7% | -56.1% |
| 1Y | -28.4% | +20.0% | -48.3% | -37.3% |
| 3Y | -22.6% | +63.9% | -86.5% | -47.1% |
| 5Y | -75.6% | +30.9% | -106.4% | -83.1% |
| All | -44.6% | +110.6% | -155.2% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling