+1,418.0%
QLD vs LEN
+166.0%
+1,252.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +5.2% |
| 7D | -1.4% | +0.6% | -2.0% | -2.0% |
| 30D | -19.6% | +19.4% | -39.0% | -27.6% |
| 3M | -14.1% | +4.5% | -18.7% | -17.8% |
| 6M | -13.6% | +4.9% | -18.5% | -18.1% |
| YTD | +12.5% | -8.9% | +21.5% | +13.2% |
| 1Y | +13.1% | -23.0% | +36.1% | +23.9% |
| 3Y | +154.7% | -16.7% | +171.4% | +148.9% |
| 5Y | +81.1% | -4.5% | +85.5% | +62.3% |
| 10Y | +1,418.0% | +162.2% | +1,255.8% | +724.1% |
| All | +1,418.0% | +166.0% | +1,252.0% | +724.1% |
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