+552.9%
QQQ vs LLY
+1,583.9%
-1,031.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -1.3% | -3.2% | +1.9% | -0.5% |
| 30D | -1.4% | -7.4% | +6.1% | +0.3% |
| 3M | +2.3% | -1.0% | +3.3% | +1.9% |
| 6M | +16.9% | +12.5% | +4.4% | +12.4% |
| YTD | +15.6% | +5.0% | +10.6% | +12.5% |
| 1Y | +22.6% | +49.8% | -27.1% | +8.0% |
| 3Y | +93.5% | +95.5% | -1.9% | +51.6% |
| 5Y | +93.9% | +390.7% | -296.8% | +9.6% |
| All | +552.9% | +1,583.9% | -1,031.0% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling