+2,448.5%
TQQQ vs LLY
+2,052.4%
+396.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -4.9% | -4.5% |
| 7D | +10.4% | +6.7% | +3.7% | +5.8% |
| 30D | -22.2% | +19.6% | -41.7% | -31.4% |
| 3M | -25.1% | +19.7% | -44.8% | -34.6% |
| 6M | -25.0% | +42.7% | -67.7% | -44.0% |
| YTD | +10.1% | +35.1% | -25.1% | -17.1% |
| 1Y | +11.0% | +42.2% | -31.1% | -19.9% |
| 3Y | +195.0% | +140.8% | +54.2% | +24.7% |
| 5Y | +46.6% | +480.6% | -434.0% | -74.4% |
| All | +2,448.5% | +2,052.4% | +396.1% | +28.7% |
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 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