+1,351.8%
QLD vs LEN
+148.4%
+1,203.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.7% | +4.1% |
| 7D | -10.3% | +2.1% | -12.3% | -11.6% |
| 30D | -26.1% | +16.6% | -42.6% | -32.7% |
| 3M | -17.8% | +5.3% | -23.1% | -21.7% |
| 6M | -15.6% | -0.8% | -14.8% | -17.6% |
| YTD | +5.4% | -11.7% | +17.1% | +7.7% |
| 1Y | +5.2% | -24.6% | +29.8% | +16.4% |
| 3Y | +139.4% | -18.7% | +158.1% | +136.6% |
| 5Y | +66.7% | -4.4% | +71.1% | +49.4% |
| All | +1,351.8% | +148.4% | +1,203.4% | +715.1% |
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