+3,709.1%
LLY vs QXO
-5.4%
+3,714.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | 0.0% |
| 7D | -3.1% | -3.9% | +0.8% | -3.1% |
| 30D | -8.6% | -17.4% | +8.7% | -8.6% |
| 3M | -1.6% | -22.5% | +20.9% | -1.6% |
| 6M | +11.8% | -41.4% | +53.2% | +12.0% |
| YTD | +5.1% | -34.1% | +39.2% | +5.2% |
| 1Y | +50.7% | -40.8% | +91.5% | +50.9% |
| 3Y | +95.7% | -43.9% | +139.6% | +94.7% |
| 5Y | +390.2% | -69.6% | +459.8% | +387.7% |
| 10Y | +1,580.3% | +41.0% | +1,539.3% | +1,569.0% |
| All | +3,709.1% | -5.4% | +3,714.5% | +3,753.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling