+14.7%
QLD vs LEN
-21.9%
+36.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +0.8% |
| 7D | -9.4% | +10.5% | -19.9% | -11.0% |
| 30D | -17.1% | +24.6% | -41.7% | -20.8% |
| 3M | -10.4% | +6.6% | -17.0% | -11.4% |
| 6M | +0.7% | +10.6% | -9.9% | -1.4% |
| YTD | +17.7% | -8.3% | +26.1% | +16.6% |
| 1Y | +14.7% | -22.5% | +37.2% | +16.7% |
| All | +14.7% | -21.9% | +36.6% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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