-89.4%
SQQQ vs LLY
+95.5%
-184.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -2.7% | -3.1% | +0.4% | -3.8% |
| 30D | +2.4% | -8.6% | +11.0% | -0.8% |
| 3M | -8.0% | -1.6% | -6.3% | -8.7% |
| 6M | -43.9% | +11.8% | -55.8% | -40.6% |
| YTD | -42.2% | +5.1% | -47.3% | -40.4% |
| 1Y | -51.8% | +50.7% | -102.5% | -39.7% |
| All | -89.4% | +95.5% | -184.8% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling