+483.3%
LLY vs QSR
+53.9%
+429.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +6.7% | -2.9% | +9.7% | +7.6% |
| 30D | +19.6% | +4.1% | +15.4% | +18.1% |
| 3M | +19.7% | -0.7% | +20.4% | +19.7% |
| 6M | +42.7% | +0.4% | +42.3% | +42.0% |
| YTD | +35.1% | +13.5% | +21.6% | +29.0% |
| 1Y | +42.2% | +11.0% | +31.2% | +36.6% |
| 3Y | +140.8% | +22.0% | +118.8% | +122.3% |
| All | +483.3% | +53.9% | +429.4% | +395.3% |
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 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