-18.6%
QS vs LTH
+253.6%
-272.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.8% | -3.1% |
| 7D | +8.0% | +6.4% | +1.6% | +5.4% |
| 30D | -2.8% | +16.7% | -19.6% | -8.6% |
| 3M | -28.1% | +11.7% | -39.8% | -31.4% |
| 6M | -41.0% | +48.5% | -89.5% | -50.0% |
| YTD | -57.3% | +78.4% | -135.7% | -66.2% |
| 1Y | -72.7% | +89.7% | -162.3% | -78.9% |
| 3Y | -18.6% | +245.6% | -264.3% | -53.1% |
| All | -18.6% | +253.6% | -272.3% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling