+36.9%
LLY vs Q
+75.3%
-38.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -2.1% |
| 7D | -3.1% | +6.7% | -9.9% | -2.9% |
| 30D | -5.1% | -10.6% | +5.5% | -5.4% |
| 3M | -2.1% | -14.6% | +12.5% | -2.8% |
| 6M | +13.8% | +12.1% | +1.8% | +11.2% |
| YTD | +5.1% | +51.3% | -46.2% | +1.8% |
| All | +36.9% | +75.3% | -38.5% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling