+571.7%
QQQ vs LII
+163.1%
+408.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.6% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | -0.6% | -11.2% | +10.6% | +3.6% |
| 3M | +1.3% | -28.8% | +30.1% | +12.8% |
| 6M | +18.1% | -26.9% | +45.1% | +29.3% |
| YTD | +16.9% | -22.2% | +39.1% | +24.1% |
| 1Y | +24.0% | -32.0% | +55.9% | +38.0% |
| 3Y | +95.6% | -0.4% | +96.1% | +79.9% |
| 5Y | +94.5% | +22.4% | +72.1% | +58.1% |
| 10Y | +571.7% | +171.4% | +400.3% | +313.4% |
| All | +571.7% | +163.1% | +408.6% | +313.4% |
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