+42.0%
LLY vs QS
-74.4%
+116.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +1.3% |
| 7D | +6.6% | -14.0% | +20.6% | +7.2% |
| 30D | +19.4% | -6.4% | +25.8% | +19.8% |
| 3M | +19.6% | -40.3% | +59.8% | +20.9% |
| 6M | +42.6% | -57.5% | +100.1% | +46.7% |
| YTD | +35.0% | -64.7% | +99.7% | +34.4% |
| 1Y | +42.0% | -72.9% | +114.9% | +36.4% |
| All | +42.0% | -74.4% | +116.5% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling