+691.2%
LLY vs QQQM
+152.0%
+539.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | -2.9% | -0.6% | -2.4% | -2.8% |
| 30D | -8.4% | -1.2% | -7.2% | -8.1% |
| 3M | -3.8% | -0.1% | -3.7% | -4.2% |
| 6M | +11.9% | +18.0% | -6.0% | +4.6% |
| YTD | +4.3% | +16.7% | -12.4% | -2.2% |
| 1Y | +48.5% | +23.0% | +25.4% | +36.2% |
| 3Y | +91.2% | +93.3% | -2.1% | +48.7% |
| 5Y | +387.5% | +96.3% | +291.2% | +274.0% |
| All | +691.2% | +152.0% | +539.2% | +452.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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