-99.2%
QID vs LII
+163.1%
-262.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -1.3% |
| 7D | -1.9% | +0.5% | -2.4% | -1.5% |
| 30D | +1.7% | -11.2% | +12.9% | -6.5% |
| 3M | -3.9% | -28.8% | +24.9% | -22.8% |
| 6M | -30.0% | -26.9% | -3.1% | -41.5% |
| YTD | -28.2% | -22.2% | -6.0% | -36.8% |
| 1Y | -35.6% | -32.0% | -3.7% | -48.5% |
| 3Y | -74.3% | -0.4% | -73.8% | -67.8% |
| 5Y | -80.8% | +22.4% | -103.3% | -64.2% |
| 10Y | -99.2% | +171.4% | -270.6% | -96.8% |
| All | -99.2% | +163.1% | -262.3% | -96.8% |
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