+1,342.0%
QQQ vs LII
+2,806.7%
-1,464.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | -0.2% | -2.3% | +2.1% | +0.6% |
| 30D | -7.5% | -1.7% | -5.8% | -7.4% |
| 3M | -3.8% | -18.3% | +14.5% | +2.0% |
| 6M | -3.0% | -32.3% | +29.3% | +7.8% |
| YTD | +12.8% | -27.1% | +39.9% | +21.3% |
| 1Y | +11.6% | -27.2% | +38.8% | +19.9% |
| 3Y | +85.6% | -8.9% | +94.5% | +81.0% |
| 5Y | +82.1% | +19.7% | +62.5% | +60.1% |
| 10Y | +538.0% | +168.9% | +369.1% | +323.3% |
| All | +1,342.0% | +2,806.7% | -1,464.7% | +280.6% |
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