+103.0%
LEN vs QSR
+135.2%
-32.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.8% |
| 7D | -4.8% | -4.0% | -0.8% | -2.4% |
| 30D | -6.6% | +2.8% | -9.3% | -8.1% |
| 3M | -15.7% | +5.1% | -20.8% | -18.3% |
| 6M | -16.6% | +8.8% | -25.4% | -21.6% |
| YTD | -21.3% | +14.8% | -36.2% | -28.7% |
| 1Y | -42.0% | +25.7% | -67.8% | -50.4% |
| 3Y | -27.9% | +27.5% | -55.4% | -40.3% |
| 5Y | -10.7% | +41.3% | -52.0% | -31.5% |
| All | +103.0% | +135.2% | -32.1% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling