+390.7%
LLY vs QXO
-70.4%
+461.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | -3.2% | -8.7% | +5.5% | -3.1% |
| 30D | -7.4% | -21.0% | +13.5% | -7.3% |
| 3M | -1.0% | -18.4% | +17.4% | -0.9% |
| 6M | +12.5% | -43.0% | +55.5% | +12.9% |
| YTD | +5.0% | -36.3% | +41.3% | +5.3% |
| 1Y | +49.8% | -42.8% | +92.5% | +50.2% |
| 3Y | +95.5% | -45.8% | +141.2% | +93.6% |
| 5Y | +390.7% | -70.8% | +461.4% | +394.8% |
| All | +390.7% | -70.4% | +461.0% | +394.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling