+707.3%
LLY vs QS
-44.4%
+751.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -2.1% | -2.3% | +0.2% | -2.1% |
| 30D | -1.6% | -0.7% | -0.9% | -1.6% |
| 3M | +2.3% | -39.6% | +41.9% | +3.1% |
| 6M | +14.9% | -21.7% | +36.6% | +15.2% |
| YTD | +7.5% | -47.4% | +54.9% | +8.4% |
| 1Y | +55.7% | -28.4% | +84.1% | +55.7% |
| 3Y | +110.6% | -22.6% | +133.2% | +107.6% |
| 5Y | +363.4% | -75.6% | +439.0% | +359.5% |
| All | +707.3% | -44.4% | +751.6% | +684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling