+8.4%
QLD vs LEN
-22.9%
+31.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +6.3% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | -19.6% | +19.4% | -39.0% | -22.4% |
| 3M | -14.1% | +4.5% | -18.7% | -14.6% |
| 6M | -13.6% | +4.9% | -18.5% | -14.5% |
| YTD | +12.5% | -8.9% | +21.5% | +11.5% |
| All | +8.4% | -22.9% | +31.3% | +10.4% |
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