-81.6%
QS vs LTH
+186.8%
-268.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | -5.0% | +0.3% | -5.2% | -5.2% |
| 30D | -1.4% | +17.7% | -19.1% | -10.2% |
| 3M | -33.6% | +8.5% | -42.1% | -37.0% |
| 6M | -47.6% | +46.9% | -94.5% | -58.3% |
| YTD | -59.6% | +78.8% | -138.4% | -71.4% |
| 1Y | -73.5% | +84.9% | -158.4% | -81.7% |
| 3Y | -23.0% | +246.4% | -269.4% | -67.2% |
| 5Y | -89.4% | +129.6% | -219.0% | -95.1% |
| All | -81.6% | +186.8% | -268.3% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling