+1,400.2%
QQQ vs LII
+3,124.4%
-1,724.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +0.2% | -12.6% | +12.8% | +4.5% |
| 3M | -2.8% | -24.4% | +21.6% | +5.0% |
| 6M | +18.0% | -28.7% | +46.7% | +29.1% |
| YTD | +17.3% | -19.1% | +36.5% | +22.7% |
| 1Y | +25.6% | -29.7% | +55.3% | +36.7% |
| 3Y | +93.7% | +4.8% | +89.0% | +81.2% |
| 5Y | +94.2% | +24.6% | +69.6% | +69.1% |
| 10Y | +557.9% | +169.2% | +388.6% | +337.7% |
| All | +1,400.2% | +3,124.4% | -1,724.2% | +285.0% |
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 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