+2,043.2%
LLY vs QLD
+1,375.1%
+668.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.3% |
| 7D | -4.5% | -10.3% | +5.8% | -2.4% |
| 30D | +13.9% | -26.1% | +40.0% | +20.8% |
| 3M | +13.8% | -17.8% | +31.5% | +17.7% |
| 6M | +37.6% | -15.6% | +53.2% | +39.9% |
| YTD | +26.6% | +5.4% | +21.2% | +21.7% |
| 1Y | +45.3% | +5.2% | +40.1% | +39.5% |
| 3Y | +132.2% | +139.4% | -7.2% | +78.8% |
| 5Y | +434.7% | +66.7% | +368.0% | +328.6% |
| All | +2,043.2% | +1,375.1% | +668.1% | +748.3% |
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