+14.1%
QLD vs LEN
-30.4%
+44.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.0% | -5.8% | +12.8% | +8.0% |
| 30D | -14.3% | +13.7% | -28.0% | -16.8% |
| 3M | -16.0% | -3.9% | -12.1% | -15.4% |
| 6M | -14.2% | -0.4% | -13.9% | -14.5% |
| YTD | +12.8% | -16.8% | +29.6% | +13.4% |
| 1Y | +14.1% | -29.5% | +43.6% | +17.1% |
| All | +14.1% | -30.4% | +44.5% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling