+86.7%
QQQ vs LII
-8.9%
+95.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.4% | +3.0% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | -9.6% | -2.0% | -7.6% | -9.5% |
| 3M | -5.9% | -20.2% | +14.3% | -0.9% |
| 6M | -4.3% | -32.5% | +28.3% | +4.3% |
| YTD | +11.0% | -27.4% | +38.3% | +17.1% |
| 1Y | +11.9% | -28.2% | +40.1% | +18.4% |
| 3Y | +86.7% | -7.2% | +93.9% | +83.0% |
| All | +86.7% | -8.9% | +95.7% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling