-22.5%
LEN vs QSR
+23.8%
-46.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.5% | +1.6% | +4.8% |
| 7D | +10.5% | +5.2% | +5.3% | +8.1% |
| 30D | +24.6% | +12.2% | +12.5% | +19.6% |
| 3M | +6.6% | +7.0% | -0.4% | +3.8% |
| 6M | +10.6% | -0.3% | +11.0% | +9.5% |
| YTD | -8.3% | +18.0% | -26.3% | -17.3% |
| 1Y | -22.5% | +22.6% | -45.2% | -32.7% |
| All | -22.5% | +23.8% | -46.3% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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