+1,628.2%
QLD vs LEN
+109.8%
+1,518.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.9% |
| 7D | +0.6% | -3.2% | +3.8% | +2.3% |
| 30D | -0.1% | -4.9% | +4.8% | +2.3% |
| 3M | -8.4% | -8.5% | +0.1% | -4.7% |
| 6M | +32.2% | -20.7% | +52.9% | +47.7% |
| YTD | +28.9% | -17.4% | +46.3% | +39.0% |
| 1Y | +43.8% | -38.2% | +82.1% | +79.5% |
| 3Y | +176.6% | -24.9% | +201.5% | +190.2% |
| 5Y | +121.6% | -11.4% | +133.0% | +110.5% |
| All | +1,628.2% | +109.8% | +1,518.5% | +986.6% |
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