+443.8%
LLY vs QID
-74.8%
+518.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -1.2% |
| 7D | -4.5% | +9.4% | -13.9% | -3.0% |
| 30D | +13.9% | +31.2% | -17.3% | +18.9% |
| 3M | +13.8% | +17.4% | -3.7% | +16.8% |
| 6M | +37.6% | +8.4% | +29.2% | +39.7% |
| YTD | +26.6% | -15.8% | +42.4% | +23.3% |
| 1Y | +45.3% | -16.3% | +61.7% | +41.6% |
| 3Y | +132.2% | -70.4% | +202.6% | +96.0% |
| All | +443.8% | -74.8% | +518.6% | +371.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling