+140.0%
QQQM vs LII
+31.4%
+108.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | +3.6% | +2.9% | +0.7% | +2.7% |
| 30D | -6.7% | +0.9% | -7.6% | -7.4% |
| 3M | -7.0% | -15.5% | +8.5% | -2.3% |
| 6M | -4.6% | -30.2% | +25.6% | +5.2% |
| YTD | +11.1% | -26.8% | +37.9% | +19.0% |
| 1Y | +12.3% | -25.3% | +37.6% | +19.2% |
| 3Y | +83.6% | -7.8% | +91.4% | +71.6% |
| 5Y | +78.1% | +17.0% | +61.1% | +38.3% |
| All | +140.0% | +31.4% | +108.6% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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