+118.4%
LEN vs QSR
+211.0%
-92.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.5% | -2.5% |
| 7D | -2.9% | +0.1% | -2.9% | -2.9% |
| 30D | -8.9% | +5.9% | -14.8% | -11.8% |
| 3M | -10.9% | +10.5% | -21.4% | -15.9% |
| 6M | -19.7% | +7.7% | -27.4% | -23.7% |
| YTD | -20.6% | +16.8% | -37.4% | -28.2% |
| 1Y | -42.4% | +30.9% | -73.3% | -51.3% |
| 3Y | -26.5% | +28.2% | -54.7% | -38.4% |
| 5Y | -10.9% | +45.0% | -55.9% | -31.1% |
| 10Y | +100.6% | +127.3% | -26.7% | +14.0% |
| All | +118.4% | +211.0% | -92.6% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling