+93.9%
QQQ vs LEN
-13.7%
+107.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | 0.0% |
| 7D | -1.3% | -7.8% | +6.5% | +1.1% |
| 30D | -1.4% | -11.0% | +9.7% | +2.0% |
| 3M | +2.3% | -12.8% | +15.1% | +5.9% |
| 6M | +16.9% | -20.2% | +37.1% | +23.9% |
| YTD | +15.6% | -23.0% | +38.7% | +23.0% |
| 1Y | +22.6% | -41.8% | +64.4% | +42.1% |
| 3Y | +93.5% | -28.8% | +122.3% | +93.5% |
| 5Y | +93.9% | -12.6% | +106.5% | +65.7% |
| All | +93.9% | -13.7% | +107.6% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling