+176.1%
QLD vs LEN
-24.6%
+200.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.7% |
| 7D | +0.6% | -3.2% | +3.8% | +1.6% |
| 30D | -0.1% | -4.9% | +4.8% | +1.4% |
| 3M | -8.4% | -8.5% | +0.1% | -6.1% |
| 6M | +32.2% | -20.7% | +52.9% | +41.2% |
| YTD | +28.9% | -17.4% | +46.3% | +34.7% |
| 1Y | +43.8% | -38.2% | +82.1% | +65.5% |
| All | +176.1% | -24.6% | +200.7% | +140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling