+438.9%
LLY vs QLD
+61.4%
+377.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -12.7% | +9.0% | -1.8% |
| 7D | -0.7% | -18.6% | +17.9% | +2.3% |
| 30D | +17.9% | -28.3% | +46.2% | +23.6% |
| 3M | +16.8% | -20.4% | +37.2% | +20.3% |
| 6M | +38.4% | -14.3% | +52.7% | +39.4% |
| YTD | +27.6% | +2.8% | +24.8% | +23.8% |
| 1Y | +48.3% | -1.2% | +49.6% | +44.8% |
| 3Y | +145.4% | +135.3% | +10.0% | +101.4% |
| 5Y | +438.9% | +62.6% | +376.3% | +351.2% |
| All | +438.9% | +61.4% | +377.5% | +351.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling