+42.0%
LLY vs QLD
+10.7%
+31.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.1% |
| 7D | +6.6% | +7.0% | -0.4% | +6.7% |
| 30D | +19.4% | -14.3% | +33.7% | +18.4% |
| 3M | +19.6% | -16.0% | +35.6% | +18.4% |
| 6M | +42.6% | -14.2% | +56.8% | +41.3% |
| YTD | +35.0% | +12.8% | +22.2% | +25.4% |
| 1Y | +42.0% | +14.1% | +27.9% | +31.6% |
| All | +42.0% | +10.7% | +31.4% | +31.6% |
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