+57.3%
LLY vs QLD
+13.1%
+44.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.7% |
| 7D | +10.1% | -9.4% | +19.5% | +9.5% |
| 30D | +24.0% | -17.1% | +41.1% | +23.2% |
| 3M | +27.3% | -10.4% | +37.7% | +26.6% |
| 6M | +47.0% | +0.7% | +46.2% | +43.6% |
| YTD | +32.6% | +17.7% | +14.8% | +23.9% |
| 1Y | +57.3% | +14.7% | +42.7% | +47.2% |
| All | +57.3% | +13.1% | +44.2% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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