+47.0%
LLY vs QLD
+0.2%
+46.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +1.0% |
| 7D | +10.1% | -9.4% | +19.5% | +8.2% |
| 30D | +24.0% | -17.1% | +41.1% | +20.5% |
| 3M | +27.3% | -10.4% | +37.7% | +25.1% |
| 6M | +47.0% | +0.7% | +46.2% | +50.4% |
| All | +47.0% | +0.2% | +46.8% | +50.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling