+2,053.0%
LLY vs QID
-99.1%
+2,152.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.6% |
| 7D | +4.6% | -11.8% | +16.4% | +2.0% |
| 30D | +22.4% | +14.2% | +8.1% | +26.2% |
| 3M | +17.1% | +8.8% | +8.4% | +19.7% |
| 6M | +44.6% | +1.5% | +43.2% | +46.1% |
| YTD | +33.5% | -23.8% | +57.2% | +27.0% |
| 1Y | +41.1% | -22.0% | +63.1% | +35.2% |
| 3Y | +143.8% | -71.9% | +215.7% | +93.7% |
| 5Y | +473.4% | -77.6% | +550.9% | +371.0% |
| All | +2,053.0% | -99.1% | +2,152.1% | +730.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling