+2,006.3%
LLY vs QLD
+1,470.2%
+536.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.8% | -2.5% | +2.9% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | +19.7% | -19.6% | +39.3% | +24.7% |
| 3M | +19.3% | -14.1% | +33.4% | +22.3% |
| 6M | +49.3% | -13.6% | +63.0% | +51.3% |
| YTD | +32.0% | +12.5% | +19.5% | +25.2% |
| 1Y | +53.7% | +13.1% | +40.6% | +45.3% |
| 3Y | +143.7% | +154.7% | -11.0% | +85.3% |
| 5Y | +463.9% | +81.1% | +382.8% | +343.9% |
| 10Y | +2,006.3% | +1,418.0% | +588.4% | +742.3% |
| All | +2,006.3% | +1,470.2% | +536.1% | +742.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling