+3,604.8%
LLY vs QID
-100.0%
+3,704.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -1.0% |
| 7D | -2.1% | -0.6% | -1.5% | -2.3% |
| 30D | -1.6% | 0.0% | -1.6% | -1.6% |
| 3M | +2.3% | +3.7% | -1.4% | +3.7% |
| 6M | +14.9% | -29.9% | +44.7% | +5.3% |
| YTD | +7.5% | -28.8% | +36.2% | -1.0% |
| 1Y | +55.7% | -37.2% | +92.9% | +39.2% |
| 3Y | +110.6% | -73.7% | +184.3% | +57.0% |
| 5Y | +363.4% | -80.7% | +444.2% | +245.0% |
| 10Y | +1,649.0% | -99.1% | +1,748.1% | +497.9% |
| All | +3,604.8% | -100.0% | +3,704.8% | +395.4% |
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