+12.3%
QQQ vs LLY
+60.1%
-47.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -4.6% | +10.1% | -14.7% | -4.3% |
| 30D | -8.5% | +24.0% | -32.5% | -8.0% |
| 3M | -4.3% | +27.3% | -31.6% | -3.8% |
| 6M | +3.1% | +47.0% | -43.9% | +2.5% |
| YTD | +13.0% | +32.6% | -19.6% | +12.6% |
| 1Y | +12.3% | +57.3% | -45.1% | +8.9% |
| All | +12.3% | +60.1% | -47.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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