+1,502.1%
QLD vs LEN
+136.9%
+1,365.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.0% | -5.8% | +12.8% | +10.3% |
| 30D | -14.3% | +13.7% | -28.0% | -21.1% |
| 3M | -16.0% | -3.9% | -12.1% | -16.1% |
| 6M | -14.2% | -0.4% | -13.9% | -16.7% |
| YTD | +12.8% | -16.8% | +29.6% | +18.7% |
| 1Y | +14.1% | -29.5% | +43.6% | +30.6% |
| 3Y | +146.0% | -25.6% | +171.5% | +154.8% |
| 5Y | +82.0% | -13.2% | +95.2% | +71.1% |
| All | +1,502.1% | +136.9% | +1,365.2% | +797.8% |
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