+64.9%
LLY vs Q
+66.4%
-1.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.1% | -0.5% |
| 7D | -4.5% | +0.3% | -4.8% | -4.4% |
| 30D | +13.9% | -9.8% | +23.7% | +13.5% |
| 3M | +13.8% | -12.2% | +26.0% | +13.3% |
| 6M | +37.6% | -21.6% | +59.2% | +36.4% |
| YTD | +26.6% | +43.6% | -17.0% | +22.4% |
| 1Y | +45.3% | +25.7% | +19.7% | +44.7% |
| All | +64.9% | +66.4% | -1.5% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling