+1,469.9%
QQQ vs LLY
+2,979.8%
-1,510.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | -1.5% | +1.6% | -3.2% | -2.0% |
| 30D | -10.2% | +21.5% | -31.6% | -15.5% |
| 3M | -6.3% | +16.4% | -22.7% | -10.9% |
| 6M | -4.9% | +51.5% | -56.4% | -17.2% |
| YTD | +10.2% | +33.9% | -23.7% | -1.4% |
| 1Y | +8.8% | +49.1% | -40.3% | -6.1% |
| 3Y | +81.4% | +144.6% | -63.3% | +27.8% |
| 5Y | +78.5% | +466.3% | -387.8% | -7.8% |
| 10Y | +523.8% | +2,024.1% | -1,500.3% | +94.0% |
| All | +1,469.9% | +2,979.8% | -1,510.0% | +261.2% |
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