-71.3%
QS vs LTH
+84.0%
-155.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.3% | +1.2% | +4.5% |
| 7D | +4.5% | +9.9% | -5.4% | 0.0% |
| 30D | -4.1% | +18.3% | -22.4% | -11.5% |
| 3M | -22.1% | +5.9% | -28.1% | -24.6% |
| 6M | -38.4% | +80.3% | -118.7% | -55.0% |
| YTD | -57.5% | +78.3% | -135.8% | -68.7% |
| 1Y | -71.3% | +81.0% | -152.3% | -78.9% |
| All | -71.3% | +84.0% | -155.3% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling