+558.6%
QQQ vs LEN
+108.0%
+450.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -0.6% | -4.8% | +4.2% | +0.7% |
| 30D | -1.2% | -6.6% | +5.4% | +0.5% |
| 3M | -0.2% | -15.7% | +15.5% | +4.0% |
| 6M | +17.9% | -16.6% | +34.6% | +22.8% |
| YTD | +16.6% | -21.3% | +38.0% | +22.7% |
| 1Y | +23.0% | -42.0% | +65.0% | +40.0% |
| 3Y | +92.9% | -27.9% | +120.9% | +99.5% |
| 5Y | +95.6% | -10.7% | +106.3% | +85.6% |
| All | +558.6% | +108.0% | +450.5% | +393.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling