-77.3%
QS vs LTH
+150.3%
-227.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.4% |
| 7D | -5.0% | -3.7% | -1.2% | -2.9% |
| 30D | -18.3% | -5.3% | -13.0% | -16.0% |
| 3M | -26.0% | +24.2% | -50.2% | -35.1% |
| 6M | -24.0% | +54.8% | -78.9% | -41.4% |
| YTD | -50.3% | +56.1% | -106.3% | -61.9% |
| 1Y | -38.0% | +45.5% | -83.5% | -51.0% |
| 3Y | -24.6% | +155.9% | -180.5% | -61.6% |
| All | -77.3% | +150.3% | -227.6% | -87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling