-83.0%
QS vs LTH
+174.8%
-257.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.2% | -3.7% | -5.5% |
| 7D | -5.6% | -4.6% | -1.0% | -3.1% |
| 30D | -5.8% | +14.8% | -20.7% | -12.9% |
| 3M | -39.2% | +3.9% | -43.1% | -40.8% |
| 6M | -53.9% | +35.5% | -89.4% | -61.6% |
| YTD | -62.8% | +71.3% | -134.1% | -73.0% |
| 1Y | -73.5% | +75.7% | -149.2% | -81.1% |
| 3Y | -29.1% | +231.9% | -261.0% | -69.0% |
| 5Y | -90.0% | +130.5% | -220.5% | -95.3% |
| All | -83.0% | +174.8% | -257.8% | -91.3% |
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