-53.8%
QS vs LII
+35.8%
-89.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +5.3% |
| 7D | +13.7% | -1.2% | +14.9% | +14.7% |
| 30D | -0.2% | -2.0% | +1.7% | +0.5% |
| 3M | -24.8% | -20.2% | -4.6% | -13.4% |
| 6M | -39.4% | -32.5% | -6.8% | -24.2% |
| YTD | -56.1% | -27.4% | -28.8% | -49.1% |
| 1Y | -72.5% | -28.2% | -44.3% | -67.8% |
| 3Y | -16.3% | -7.2% | -9.1% | -22.6% |
| 5Y | -87.6% | +19.9% | -107.5% | -91.9% |
| All | -53.8% | +35.8% | -89.6% | -72.1% |
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