+57.3%
LLY vs QID
-21.1%
+78.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | +10.1% | +9.8% | +0.3% | +9.5% |
| 30D | +24.0% | +18.9% | +5.1% | +23.3% |
| 3M | +27.3% | +9.6% | +17.7% | +26.6% |
| 6M | +47.0% | -7.8% | +54.8% | +43.7% |
| YTD | +32.6% | -23.3% | +55.9% | +24.1% |
| 1Y | +57.3% | -22.0% | +79.4% | +47.7% |
| All | +57.3% | -21.1% | +78.4% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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