+7,443.4%
QLD vs LEN
+171.5%
+7,271.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.7% | +3.9% |
| 7D | -10.3% | +2.1% | -12.3% | -11.4% |
| 30D | -26.1% | +16.6% | -42.6% | -31.8% |
| 3M | -17.8% | +5.3% | -23.1% | -21.1% |
| 6M | -15.6% | -0.8% | -14.8% | -17.3% |
| YTD | +5.4% | -11.7% | +17.1% | +7.5% |
| 1Y | +5.2% | -24.6% | +29.8% | +14.7% |
| 3Y | +139.4% | -18.7% | +158.1% | +141.7% |
| 5Y | +66.7% | -4.4% | +71.1% | +59.3% |
| 10Y | +1,422.1% | +152.2% | +1,269.9% | +792.1% |
| All | +7,443.4% | +171.5% | +7,271.9% | +3,077.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling