-77.1%
QS vs LTH
+152.0%
-229.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -5.7% |
| 7D | -4.2% | -4.0% | -0.2% | -2.0% |
| 30D | -15.7% | -1.7% | -14.0% | -15.1% |
| 3M | -28.7% | +28.0% | -56.7% | -38.5% |
| 6M | -23.2% | +54.1% | -77.3% | -40.6% |
| YTD | -49.9% | +57.1% | -107.0% | -61.8% |
| 1Y | -38.8% | +45.8% | -84.6% | -51.7% |
| 3Y | -24.0% | +157.6% | -181.6% | -61.4% |
| All | -77.1% | +152.0% | -229.1% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling