+37.6%
LLY vs QID
+5.8%
+31.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.5% |
| 7D | -4.5% | +9.4% | -13.9% | -5.7% |
| 30D | +13.9% | +31.2% | -17.3% | +9.0% |
| 3M | +13.8% | +17.4% | -3.7% | +10.5% |
| 6M | +37.6% | +8.4% | +29.2% | +38.9% |
| All | +37.6% | +5.8% | +31.8% | +38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling