+7,256.1%
QLD vs LEN
+180.3%
+7,075.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.7% | -12.1% | -12.4% |
| 7D | -18.6% | +7.2% | -25.7% | -21.4% |
| 30D | -28.3% | +19.1% | -47.4% | -34.5% |
| 3M | -20.4% | +4.9% | -25.3% | -23.5% |
| 6M | -14.3% | +7.6% | -21.9% | -19.0% |
| YTD | +2.8% | -8.9% | +11.7% | +3.4% |
| 1Y | -1.2% | -22.7% | +21.5% | +6.6% |
| 3Y | +135.3% | -16.8% | +152.2% | +135.4% |
| 5Y | +62.6% | -1.4% | +63.9% | +53.3% |
| 10Y | +1,384.3% | +160.3% | +1,224.0% | +758.3% |
| All | +7,256.1% | +180.3% | +7,075.9% | +2,957.0% |
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 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