-42.0%
LEN vs QSR
+28.6%
-70.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -4.8% | -4.0% | -0.8% | -3.4% |
| 30D | -6.6% | +2.8% | -9.3% | -7.4% |
| 3M | -15.7% | +5.1% | -20.8% | -17.0% |
| 6M | -16.6% | +8.8% | -25.4% | -20.2% |
| YTD | -21.3% | +14.8% | -36.2% | -27.3% |
| 1Y | -42.0% | +25.7% | -67.8% | -48.4% |
| All | -42.0% | +28.6% | -70.6% | -48.4% |
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