-100.0%
QID vs LII
+1,759.6%
-1,859.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -4.0% |
| 7D | +9.4% | -0.6% | +10.0% | +9.1% |
| 30D | +31.2% | -4.6% | +35.8% | +26.9% |
| 3M | +17.4% | -21.2% | +38.6% | -1.2% |
| 6M | +8.4% | -36.4% | +44.9% | -20.1% |
| YTD | -15.8% | -28.9% | +13.2% | -31.0% |
| 1Y | -16.3% | -29.5% | +13.2% | -31.7% |
| 3Y | -70.4% | -8.6% | -61.8% | -66.4% |
| 5Y | -74.8% | +20.2% | -95.0% | -56.9% |
| 10Y | -99.0% | +166.2% | -265.2% | -96.1% |
| All | -100.0% | +1,759.6% | -1,859.6% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling