+697.0%
LLY vs QQQM
+153.2%
+543.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -3.1% | +1.5% | -4.6% | -3.6% |
| 30D | -5.1% | -0.7% | -4.4% | -4.9% |
| 3M | -2.1% | +0.4% | -2.5% | -2.6% |
| 6M | +13.8% | +20.1% | -6.2% | +5.8% |
| YTD | +5.1% | +17.2% | -12.1% | -1.7% |
| 1Y | +53.1% | +24.7% | +28.4% | +39.8% |
| 3Y | +95.6% | +96.6% | -0.9% | +51.3% |
| 5Y | +361.5% | +95.0% | +266.5% | +254.8% |
| All | +697.0% | +153.2% | +543.9% | +455.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling