-41.8%
LEN vs QID
-33.5%
-8.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.9% | -3.1% |
| 7D | -7.8% | +2.7% | -10.5% | -7.3% |
| 30D | -11.0% | +3.3% | -14.4% | -10.4% |
| 3M | -12.8% | -5.5% | -7.3% | -13.3% |
| 6M | -20.2% | -28.4% | +8.2% | -24.3% |
| YTD | -23.0% | -26.6% | +3.5% | -26.8% |
| 1Y | -41.8% | -34.1% | -7.7% | -42.2% |
| All | -41.8% | -33.5% | -8.3% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling