-70.4%
QID vs LII
-8.7%
-61.7%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -3.5% |
| 7D | +9.4% | -0.6% | +10.0% | +9.2% |
| 30D | +31.2% | -4.6% | +35.8% | +28.6% |
| 3M | +17.4% | -21.2% | +38.6% | +4.6% |
| 6M | +8.4% | -36.4% | +44.9% | -11.5% |
| YTD | -15.8% | -28.9% | +13.2% | -25.0% |
| 1Y | -16.3% | -29.5% | +13.2% | -25.6% |
| 3Y | -70.4% | -8.6% | -61.8% | -66.7% |
| All | -70.4% | -8.7% | -61.7% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling