-99.1%
QID vs LII
+169.1%
-268.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +3.4% |
| 7D | -7.1% | +2.9% | -10.1% | -5.1% |
| 30D | +12.6% | +0.9% | +11.7% | +13.7% |
| 3M | +14.2% | -15.5% | +29.8% | +1.8% |
| 6M | +6.2% | -30.2% | +36.4% | -15.1% |
| YTD | -21.8% | -26.8% | +5.0% | -33.8% |
| 1Y | -23.1% | -25.3% | +2.1% | -33.6% |
| 3Y | -71.3% | -7.8% | -63.6% | -66.2% |
| 5Y | -77.0% | +17.0% | -94.0% | -58.3% |
| All | -99.1% | +169.1% | -268.2% | -96.4% |
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