+67.2%
QLD vs LII
+19.9%
+47.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.9% |
| 7D | -10.3% | -0.6% | -9.7% | -9.9% |
| 30D | -26.1% | -4.6% | -21.5% | -24.7% |
| 3M | -17.8% | -21.2% | +3.5% | -4.7% |
| 6M | -15.6% | -36.4% | +20.9% | +10.6% |
| YTD | +5.4% | -28.9% | +34.3% | +23.3% |
| 1Y | +5.2% | -29.5% | +34.8% | +23.6% |
| 3Y | +139.4% | -8.6% | +148.0% | +101.2% |
| All | +67.2% | +19.9% | +47.2% | -5.0% |
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