+7,256.1%
QLD vs LII
+1,805.4%
+5,450.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.8% | -9.9% | -10.6% |
| 7D | -18.6% | +0.2% | -18.8% | -18.6% |
| 30D | -28.3% | -4.6% | -23.7% | -26.8% |
| 3M | -20.4% | -21.7% | +1.3% | -6.4% |
| 6M | -14.3% | -32.8% | +18.5% | +9.5% |
| YTD | +2.8% | -27.5% | +30.3% | +20.9% |
| 1Y | -1.2% | -28.0% | +26.8% | +16.5% |
| 3Y | +135.3% | -7.2% | +142.5% | +117.6% |
| 5Y | +62.6% | +22.6% | +40.0% | +21.7% |
| 10Y | +1,384.3% | +171.5% | +1,212.7% | +488.9% |
| All | +7,256.1% | +1,805.4% | +5,450.8% | +575.9% |
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