+75.0%
LLY vs Q
+80.0%
-5.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | +0.5% |
| 7D | +1.4% | +6.6% | -5.2% | +1.6% |
| 30D | +21.5% | +2.7% | +18.8% | +21.7% |
| 3M | +18.5% | -8.4% | +26.8% | +18.3% |
| 6M | +49.1% | -17.3% | +66.4% | +48.5% |
| YTD | +34.4% | +55.3% | -20.9% | +30.4% |
| 1Y | +46.3% | +31.5% | +14.8% | +47.2% |
| All | +75.0% | +80.0% | -5.0% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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