+1,570.9%
QQQ vs LLY
+2,371.4%
-800.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +0.4% | -2.1% | +2.5% | +1.0% |
| 30D | +0.2% | -1.6% | +1.8% | +0.5% |
| 3M | -2.8% | +2.3% | -5.1% | -4.2% |
| 6M | +18.0% | +14.9% | +3.1% | +11.6% |
| YTD | +17.3% | +7.5% | +9.8% | +12.5% |
| 1Y | +25.6% | +55.7% | -30.1% | +6.5% |
| 3Y | +93.7% | +110.6% | -16.9% | +42.5% |
| 5Y | +94.2% | +363.4% | -269.3% | +6.5% |
| 10Y | +557.9% | +1,649.0% | -1,091.1% | +117.1% |
| All | +1,570.9% | +2,371.4% | -800.5% | +311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling