+91.3%
QQQ vs LEN
-28.8%
+120.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | -0.5% |
| 7D | -1.3% | -7.8% | +6.5% | 0.0% |
| 30D | -1.4% | -11.0% | +9.7% | +0.5% |
| 3M | +2.3% | -12.8% | +15.1% | +4.3% |
| 6M | +16.9% | -20.2% | +37.1% | +20.6% |
| YTD | +15.6% | -23.0% | +38.7% | +19.5% |
| 1Y | +22.6% | -41.8% | +64.4% | +32.9% |
| All | +91.3% | -28.8% | +120.1% | +83.6% |
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