+1,631.1%
QLD vs LII
+168.6%
+1,462.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | -0.5% |
| 7D | +0.6% | -0.7% | +1.3% | +1.0% |
| 30D | -0.1% | -12.6% | +12.5% | +9.7% |
| 3M | -8.4% | -24.4% | +16.1% | +8.7% |
| 6M | +32.2% | -28.7% | +60.9% | +61.8% |
| YTD | +28.9% | -19.1% | +48.0% | +41.1% |
| 1Y | +43.8% | -29.7% | +73.5% | +73.3% |
| 3Y | +176.6% | +4.8% | +171.8% | +128.7% |
| 5Y | +121.6% | +24.6% | +97.0% | +54.8% |
| All | +1,631.1% | +168.6% | +1,462.5% | +646.5% |
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