-12.6%
LEN vs QID
-80.2%
+67.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.9% | -2.8% |
| 7D | -7.8% | +2.7% | -10.5% | -6.9% |
| 30D | -11.0% | +3.3% | -14.4% | -9.9% |
| 3M | -12.8% | -5.5% | -7.3% | -13.7% |
| 6M | -20.2% | -28.4% | +8.2% | -27.5% |
| YTD | -23.0% | -26.6% | +3.5% | -29.3% |
| 1Y | -41.8% | -34.1% | -7.7% | -48.4% |
| 3Y | -28.8% | -73.7% | +44.9% | -53.1% |
| 5Y | -12.6% | -80.7% | +68.1% | -41.3% |
| All | -12.6% | -80.2% | +67.6% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling