+1,865.9%
LLY vs QSR
+218.5%
+1,647.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | +2.4% | -4.6% | -2.6% |
| 30D | -1.6% | +7.6% | -9.2% | -3.0% |
| 3M | +2.3% | +12.6% | -10.3% | -0.1% |
| 6M | +14.9% | +14.4% | +0.5% | +11.7% |
| YTD | +7.5% | +19.6% | -12.2% | +3.5% |
| 1Y | +55.7% | +33.9% | +21.8% | +46.7% |
| 3Y | +110.6% | +27.1% | +83.5% | +99.4% |
| 5Y | +363.4% | +48.5% | +314.9% | +324.5% |
| 10Y | +1,649.0% | +126.2% | +1,522.8% | +1,340.7% |
| All | +1,865.9% | +218.5% | +1,647.4% | +1,376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling