+92.5%
LLY vs QQQM
+92.3%
+0.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -3.2% | -1.3% | -1.9% | -2.7% |
| 30D | -7.4% | -1.4% | -6.1% | -7.0% |
| 3M | -1.0% | +2.2% | -3.2% | -2.6% |
| 6M | +12.5% | +16.9% | -4.4% | +3.3% |
| YTD | +5.0% | +15.7% | -10.7% | -3.3% |
| 1Y | +49.8% | +22.7% | +27.1% | +33.3% |
| All | +92.5% | +92.3% | +0.2% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling