+53.1%
LLY vs QID
-36.4%
+89.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -3.1% | -2.7% | -0.4% | -3.1% |
| 30D | -5.1% | +1.8% | -6.9% | -5.1% |
| 3M | -2.1% | -2.2% | +0.1% | -1.8% |
| 6M | +13.8% | -32.1% | +46.0% | +8.2% |
| YTD | +5.1% | -28.6% | +33.7% | 0.0% |
| 1Y | +53.1% | -36.3% | +89.4% | +40.0% |
| All | +53.1% | -36.4% | +89.5% | +40.0% |
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