+169.1%
LEN vs QID
-100.0%
+269.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | +1.5% |
| 7D | -5.8% | -7.1% | +1.4% | -9.3% |
| 30D | +13.7% | +12.6% | +1.1% | +21.6% |
| 3M | -3.9% | +14.2% | -18.1% | +4.0% |
| 6M | -0.4% | +6.2% | -6.6% | +5.1% |
| YTD | -16.8% | -21.8% | +4.9% | -25.1% |
| 1Y | -29.5% | -23.1% | -6.4% | -36.9% |
| 3Y | -25.6% | -71.3% | +45.7% | -59.2% |
| 5Y | -13.2% | -77.0% | +63.8% | -47.6% |
| 10Y | +138.5% | -99.0% | +237.5% | -75.8% |
| All | +169.1% | -100.0% | +269.0% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling