+906.0%
LLY vs QS
-54.8%
+960.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.1% | +1.5% |
| 7D | +1.6% | +8.0% | -6.4% | +1.5% |
| 30D | +21.5% | -2.8% | +24.3% | +21.5% |
| 3M | +16.4% | -28.1% | +44.5% | +17.0% |
| 6M | +51.5% | -41.0% | +92.5% | +52.6% |
| YTD | +33.9% | -57.3% | +91.2% | +35.5% |
| 1Y | +49.1% | -72.7% | +121.8% | +52.0% |
| 3Y | +144.6% | -18.6% | +163.3% | +141.1% |
| 5Y | +466.3% | -87.0% | +553.3% | +465.8% |
| All | +906.0% | -54.8% | +960.8% | +880.5% |
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