+133.7%
LLY vs QS
-25.8%
+159.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -0.9% |
| 7D | -4.5% | +5.4% | -9.9% | -4.6% |
| 30D | +13.9% | -5.3% | +19.2% | +14.0% |
| 3M | +13.8% | -22.6% | +36.4% | +14.3% |
| 6M | +37.6% | -46.2% | +83.8% | +39.4% |
| YTD | +26.6% | -58.9% | +85.5% | +28.8% |
| 1Y | +45.3% | -73.1% | +118.4% | +49.2% |
| All | +133.7% | -25.8% | +159.6% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling