-94.7%
SQQQ vs LLY
+385.2%
-479.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.2% |
| 7D | +4.1% | -3.2% | +7.2% | +2.5% |
| 30D | +4.6% | -7.4% | +12.1% | +0.8% |
| 3M | -10.4% | -1.0% | -9.4% | -11.1% |
| 6M | -42.1% | +12.5% | -54.6% | -37.8% |
| YTD | -40.3% | +5.0% | -45.3% | -38.3% |
| 1Y | -50.2% | +49.8% | -99.9% | -35.6% |
| 3Y | -89.4% | +95.5% | -184.9% | -80.9% |
| 5Y | -94.7% | +390.7% | -485.3% | -72.7% |
| All | -94.7% | +385.2% | -479.9% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling