+12.3%
QQQ vs LEN
-21.9%
+34.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.1% | +0.4% |
| 7D | -4.6% | +10.5% | -15.1% | -5.5% |
| 30D | -8.5% | +24.6% | -33.1% | -10.6% |
| 3M | -4.3% | +6.6% | -10.9% | -4.8% |
| 6M | +3.1% | +10.6% | -7.6% | +1.9% |
| YTD | +13.0% | -8.3% | +21.3% | +12.4% |
| 1Y | +12.3% | -22.5% | +34.8% | +13.2% |
| All | +12.3% | -21.9% | +34.1% | +13.2% |
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