+7.1%
QLD vs LEN
-27.0%
+34.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.3% |
| 7D | -3.8% | +0.7% | -4.5% | -3.9% |
| 30D | -20.5% | +13.0% | -33.5% | -22.6% |
| 3M | -14.6% | +1.9% | -16.5% | -15.0% |
| 6M | -14.7% | -0.7% | -13.9% | -14.8% |
| YTD | +11.2% | -13.8% | +25.0% | +11.2% |
| 1Y | +7.1% | -28.1% | +35.2% | +10.0% |
| All | +7.1% | -27.0% | +34.1% | +10.0% |
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