-100.0%
SQQQ vs LLY
+4,870.2%
-4,970.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | -1.5% |
| 7D | -4.2% | -3.1% | -1.0% | -6.6% |
| 30D | +2.4% | -5.1% | +7.5% | -2.0% |
| 3M | -5.7% | -2.1% | -3.6% | -8.3% |
| 6M | -46.6% | +13.8% | -60.4% | -40.2% |
| YTD | -42.7% | +5.1% | -47.8% | -40.3% |
| 1Y | -52.6% | +53.1% | -105.7% | -29.9% |
| 3Y | -89.8% | +95.6% | -185.5% | -77.5% |
| 5Y | -94.7% | +361.5% | -456.2% | -66.2% |
| 10Y | -100.0% | +1,545.2% | -1,645.1% | -98.4% |
| All | -100.0% | +4,870.2% | -4,970.2% | -99.8% |
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