-100.0%
QID vs LII
+2,015.6%
-2,115.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | +0.5% |
| 7D | -0.6% | -0.7% | +0.1% | -1.1% |
| 30D | 0.0% | -12.6% | +12.6% | -9.4% |
| 3M | +3.7% | -24.4% | +28.2% | -13.6% |
| 6M | -29.9% | -28.7% | -1.1% | -42.9% |
| YTD | -28.8% | -19.1% | -9.6% | -36.0% |
| 1Y | -37.2% | -29.7% | -7.5% | -48.9% |
| 3Y | -73.7% | +4.8% | -78.5% | -66.8% |
| 5Y | -80.7% | +24.6% | -105.3% | -66.2% |
| 10Y | -99.1% | +169.2% | -268.3% | -96.5% |
| All | -100.0% | +2,015.6% | -2,115.6% | -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