+49.8%
LLY vs QSR
+28.0%
+21.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -3.2% | -4.7% | +1.5% | -2.1% |
| 30D | -7.4% | +4.3% | -11.8% | -8.2% |
| 3M | -1.0% | +5.4% | -6.5% | -2.2% |
| 6M | +12.5% | +8.2% | +4.4% | +10.2% |
| YTD | +5.0% | +14.1% | -9.1% | +0.4% |
| 1Y | +49.8% | +28.1% | +21.6% | +39.7% |
| All | +49.8% | +28.0% | +21.8% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling