+688.8%
LLY vs QS
-47.4%
+736.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -3.2% | -5.0% | +1.8% | -3.1% |
| 30D | -7.4% | -18.3% | +10.9% | -7.1% |
| 3M | -1.0% | -26.0% | +25.0% | -0.6% |
| 6M | +12.5% | -24.0% | +36.5% | +12.8% |
| YTD | +5.0% | -50.3% | +55.3% | +6.0% |
| 1Y | +49.8% | -38.0% | +87.7% | +50.2% |
| 3Y | +95.5% | -24.6% | +120.1% | +92.8% |
| 5Y | +390.7% | -75.4% | +466.1% | +386.7% |
| All | +688.8% | -47.4% | +736.2% | +667.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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