+1,501.1%
QQQ vs LLY
+2,969.0%
-1,468.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +6.4% | +4.6% | +1.8% | +4.9% |
| 30D | -7.5% | +22.4% | -29.8% | -13.1% |
| 3M | -4.8% | +17.1% | -21.9% | -9.6% |
| 6M | -2.5% | +44.6% | -47.1% | -13.8% |
| YTD | +12.4% | +33.5% | -21.0% | +0.7% |
| 1Y | +11.3% | +41.1% | -29.8% | -2.2% |
| 3Y | +85.0% | +143.8% | -58.8% | +30.5% |
| 5Y | +79.6% | +473.4% | -393.7% | -7.6% |
| 10Y | +535.9% | +2,035.0% | -1,499.0% | +97.4% |
| All | +1,501.1% | +2,969.0% | -1,468.0% | +268.7% |
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 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