+62.6%
QLD vs LII
+22.0%
+40.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.8% | -9.9% | -10.8% |
| 7D | -18.6% | +0.2% | -18.8% | -18.6% |
| 30D | -28.3% | -4.6% | -23.7% | -26.9% |
| 3M | -20.4% | -21.7% | +1.3% | -7.3% |
| 6M | -14.3% | -32.8% | +18.5% | +7.9% |
| YTD | +2.8% | -27.5% | +30.3% | +18.7% |
| 1Y | -1.2% | -28.0% | +26.8% | +14.3% |
| 3Y | +135.3% | -7.2% | +142.5% | +96.2% |
| 5Y | +62.6% | +22.6% | +40.0% | -9.0% |
| All | +62.6% | +22.0% | +40.6% | -9.0% |
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