+11.6%
QQQ vs LII
-27.8%
+39.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | -0.2% | -2.3% | +2.1% | +0.1% |
| 30D | -7.5% | -1.7% | -5.8% | -7.4% |
| 3M | -3.8% | -18.3% | +14.5% | -0.7% |
| 6M | -3.0% | -32.3% | +29.3% | +2.6% |
| YTD | +12.8% | -27.1% | +39.9% | +15.9% |
| 1Y | +11.6% | -27.2% | +38.8% | +14.9% |
| All | +11.6% | -27.8% | +39.3% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling