+1,520.2%
QLD vs LEN
+142.4%
+1,377.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | -1.2% | -6.4% | +5.2% | +2.2% |
| 30D | -15.7% | +15.6% | -31.4% | -23.0% |
| 3M | -10.0% | -0.8% | -9.3% | -11.6% |
| 6M | -11.2% | +0.4% | -11.6% | -14.0% |
| YTD | +16.4% | -14.1% | +30.5% | +20.6% |
| 1Y | +12.7% | -29.6% | +42.3% | +29.4% |
| 3Y | +152.3% | -23.1% | +175.4% | +157.1% |
| 5Y | +91.8% | -8.9% | +100.6% | +76.0% |
| 10Y | +1,520.2% | +146.2% | +1,374.0% | +800.1% |
| All | +1,520.2% | +142.4% | +1,377.9% | +800.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling