-100.0%
SQQQ vs LLY
+1,572.9%
-1,672.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -3.0% |
| 7D | +1.8% | -2.9% | +4.7% | -0.3% |
| 30D | +4.2% | -8.4% | +12.6% | -2.1% |
| 3M | -3.3% | -3.8% | +0.5% | -6.8% |
| 6M | -43.6% | +11.9% | -55.6% | -38.5% |
| YTD | -41.9% | +4.3% | -46.2% | -39.9% |
| 1Y | -50.6% | +48.5% | -99.1% | -32.0% |
| 3Y | -89.3% | +91.2% | -180.5% | -78.6% |
| 5Y | -94.8% | +387.5% | -482.3% | -70.7% |
| All | -100.0% | +1,572.9% | -1,672.9% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling