+390.2%
LLY vs QSR
+43.4%
+346.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -3.1% | -2.4% | -0.7% | -2.5% |
| 30D | -8.6% | +5.7% | -14.3% | -10.1% |
| 3M | -1.6% | +6.9% | -8.6% | -3.6% |
| 6M | +11.8% | +6.9% | +5.0% | +9.4% |
| YTD | +5.1% | +14.9% | -9.8% | +0.4% |
| 1Y | +50.7% | +29.1% | +21.6% | +39.0% |
| 3Y | +95.7% | +26.1% | +69.6% | +80.2% |
| 5Y | +390.2% | +42.3% | +347.9% | +329.5% |
| All | +390.2% | +43.4% | +346.7% | +329.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling