+77.4%
LLY vs QQQI
+56.3%
+21.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -3.2% | -1.0% | -2.1% | -2.7% |
| 30D | -7.4% | -0.6% | -6.9% | -7.3% |
| 3M | -1.0% | +3.4% | -4.4% | -3.2% |
| 6M | +12.5% | +10.6% | +1.9% | +5.4% |
| YTD | +5.0% | +10.3% | -5.3% | -1.7% |
| 1Y | +49.8% | +16.3% | +33.4% | +35.4% |
| All | +77.4% | +56.3% | +21.1% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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