+5.2%
QLD vs LEN
-25.4%
+30.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.7% | +3.0% |
| 7D | -10.3% | +2.1% | -12.3% | -10.7% |
| 30D | -26.1% | +16.6% | -42.6% | -28.4% |
| 3M | -17.8% | +5.3% | -23.1% | -18.7% |
| 6M | -15.6% | -0.8% | -14.8% | -15.6% |
| YTD | +5.4% | -11.7% | +17.1% | +5.0% |
| 1Y | +5.2% | -24.6% | +29.8% | +7.8% |
| All | +5.2% | -25.4% | +30.6% | +7.8% |
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