+1,560.7%
LLY vs QSR
+133.7%
+1,426.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -3.2% | -4.7% | +1.5% | -2.3% |
| 30D | -7.4% | +4.3% | -11.8% | -8.2% |
| 3M | -1.0% | +5.4% | -6.5% | -2.0% |
| 6M | +12.5% | +8.2% | +4.4% | +10.7% |
| YTD | +5.0% | +14.1% | -9.1% | +2.2% |
| 1Y | +49.8% | +28.1% | +21.6% | +42.8% |
| 3Y | +95.5% | +25.3% | +70.2% | +86.5% |
| 5Y | +390.7% | +40.4% | +350.3% | +357.2% |
| All | +1,560.7% | +133.7% | +1,426.9% | +1,330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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