+4,264.4%
LLY vs QID
-100.0%
+4,364.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -1.4% |
| 7D | -4.5% | +9.4% | -13.9% | -1.9% |
| 30D | +13.9% | +31.2% | -17.3% | +22.6% |
| 3M | +13.8% | +17.4% | -3.7% | +19.1% |
| 6M | +37.6% | +8.4% | +29.2% | +41.5% |
| YTD | +26.6% | -15.8% | +42.4% | +22.3% |
| 1Y | +45.3% | -16.3% | +61.7% | +40.5% |
| 3Y | +132.2% | -70.4% | +202.6% | +78.2% |
| 5Y | +434.7% | -74.8% | +509.4% | +329.1% |
| 10Y | +2,084.3% | -99.0% | +2,183.3% | +669.5% |
| All | +4,264.4% | -100.0% | +4,364.4% | +511.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling