-99.0%
QID vs LII
+170.7%
-269.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.2% | -9.0% | -5.3% |
| 7D | -0.8% | -1.2% | +0.4% | -1.2% |
| 30D | +20.1% | -2.0% | +22.0% | +18.8% |
| 3M | +11.8% | -20.2% | +32.1% | -4.4% |
| 6M | +5.5% | -32.5% | +38.1% | -17.7% |
| YTD | -21.5% | -27.4% | +5.8% | -33.9% |
| 1Y | -22.6% | -28.2% | +5.5% | -35.1% |
| 3Y | -72.3% | -7.2% | -65.1% | -67.2% |
| 5Y | -76.9% | +19.9% | -96.8% | -57.3% |
| 10Y | -99.0% | +168.6% | -267.6% | -96.2% |
| All | -99.0% | +170.7% | -269.7% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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