+73.8%
LLY vs Q
+74.5%
-0.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.8% |
| 7D | +4.6% | +11.5% | -6.9% | +5.1% |
| 30D | +22.4% | -0.2% | +22.5% | +22.4% |
| 3M | +17.1% | -13.6% | +30.7% | +16.8% |
| 6M | +44.6% | -27.0% | +71.7% | +44.9% |
| YTD | +33.5% | +50.5% | -17.1% | +29.3% |
| 1Y | +41.1% | +33.8% | +7.4% | +40.4% |
| All | +73.8% | +74.5% | -0.7% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling