-21.6%
QS vs LII
-10.9%
-10.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +5.2% |
| 7D | +5.4% | -0.6% | +6.0% | +5.8% |
| 30D | -5.3% | -4.6% | -0.7% | -3.2% |
| 3M | -22.6% | -21.2% | -1.4% | -11.9% |
| 6M | -46.2% | -36.4% | -9.7% | -32.3% |
| YTD | -58.9% | -28.9% | -30.0% | -53.0% |
| 1Y | -73.1% | -29.5% | -43.6% | -68.9% |
| All | -21.6% | -10.9% | -10.7% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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