-74.9%
QID vs LII
+19.9%
-94.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -3.8% |
| 7D | +9.4% | -0.6% | +10.0% | +9.2% |
| 30D | +31.2% | -4.6% | +35.8% | +27.4% |
| 3M | +17.4% | -21.2% | +38.6% | 0.0% |
| 6M | +8.4% | -36.4% | +44.9% | -18.4% |
| YTD | -15.8% | -28.9% | +13.2% | -29.4% |
| 1Y | -16.3% | -29.5% | +13.2% | -30.1% |
| 3Y | -70.4% | -8.6% | -61.8% | -62.9% |
| All | -74.9% | +19.9% | -94.8% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling