+1,549.9%
LLY vs QXO
+34.5%
+1,515.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -2.9% | -7.8% | +4.9% | -2.9% |
| 30D | -8.4% | -18.1% | +9.7% | -8.3% |
| 3M | -3.8% | -25.8% | +22.0% | -3.6% |
| 6M | +11.9% | -41.7% | +53.7% | +12.3% |
| YTD | +4.3% | -36.2% | +40.5% | +4.6% |
| 1Y | +48.5% | -42.1% | +90.6% | +48.9% |
| 3Y | +91.2% | -46.2% | +137.4% | +88.1% |
| 5Y | +387.5% | -70.7% | +458.2% | +380.0% |
| All | +1,549.9% | +34.5% | +1,515.4% | +1,561.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling