-44.6%
QS vs LII
+51.1%
-95.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.2% |
| 7D | -2.3% | -0.7% | -1.6% | -1.9% |
| 30D | -0.7% | -12.6% | +11.9% | +8.4% |
| 3M | -39.6% | -24.4% | -15.2% | -29.5% |
| 6M | -21.7% | -28.7% | +7.0% | -5.6% |
| YTD | -47.4% | -19.1% | -28.3% | -42.8% |
| 1Y | -28.4% | -29.7% | +1.3% | -13.1% |
| 3Y | -22.6% | +4.8% | -27.4% | -34.0% |
| 5Y | -75.6% | +24.6% | -100.1% | -85.1% |
| All | -44.6% | +51.1% | -95.8% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling