+9,127.5%
QLD vs LII
+2,025.3%
+7,102.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | -0.5% |
| 7D | +0.6% | -0.7% | +1.3% | +1.1% |
| 30D | -0.1% | -12.6% | +12.5% | +10.0% |
| 3M | -8.4% | -24.4% | +16.1% | +9.3% |
| 6M | +32.2% | -28.7% | +60.9% | +62.6% |
| YTD | +28.9% | -19.1% | +48.0% | +42.1% |
| 1Y | +43.8% | -29.7% | +73.5% | +74.0% |
| 3Y | +176.6% | +4.8% | +171.8% | +136.0% |
| 5Y | +121.6% | +24.6% | +97.0% | +66.4% |
| 10Y | +1,652.9% | +169.2% | +1,483.7% | +611.8% |
| All | +9,127.5% | +2,025.3% | +7,102.2% | +694.1% |
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