+49.1%
LLY vs QID
-19.3%
+68.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.4% |
| 7D | +1.6% | +1.8% | -0.1% | +1.5% |
| 30D | +21.5% | +21.6% | -0.2% | +20.2% |
| 3M | +16.4% | +12.6% | +3.8% | +15.4% |
| 6M | +51.5% | +6.9% | +44.6% | +50.1% |
| YTD | +33.9% | -20.5% | +54.4% | +25.1% |
| 1Y | +49.1% | -18.1% | +67.2% | +39.1% |
| All | +49.1% | -19.3% | +68.4% | +39.1% |
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