+95.6%
LLY vs QSR
+28.6%
+67.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.6% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -5.1% | +5.9% | -11.0% | -6.6% |
| 3M | -2.1% | +10.5% | -12.5% | -4.8% |
| 6M | +13.8% | +7.7% | +6.1% | +11.2% |
| YTD | +5.1% | +16.8% | -11.7% | -0.1% |
| 1Y | +53.1% | +30.9% | +22.2% | +40.7% |
| 3Y | +95.6% | +28.2% | +67.4% | +81.4% |
| All | +95.6% | +28.6% | +67.0% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling