+96.2%
QQQ vs LLY
+100.5%
-4.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | +1.5% | -3.1% | +4.6% | +1.9% |
| 30D | -0.6% | -5.1% | +4.4% | -0.1% |
| 3M | +0.4% | -2.1% | +2.5% | +0.4% |
| 6M | +20.1% | +13.8% | +6.2% | +17.1% |
| YTD | +17.2% | +5.1% | +12.1% | +15.4% |
| 1Y | +24.7% | +53.1% | -28.4% | +14.7% |
| 3Y | +96.2% | +95.6% | +0.5% | +68.7% |
| All | +96.2% | +100.5% | -4.3% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling