+56.8%
QQQI vs LEN
-44.1%
+100.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.4% |
| 7D | -1.0% | -7.8% | +6.7% | 0.0% |
| 30D | -0.6% | -11.0% | +10.5% | +0.9% |
| 3M | +3.4% | -12.8% | +16.1% | +4.9% |
| 6M | +10.6% | -20.2% | +30.8% | +13.3% |
| YTD | +10.3% | -23.0% | +33.3% | +13.1% |
| 1Y | +16.3% | -41.8% | +58.2% | +23.8% |
| All | +56.8% | -44.1% | +100.9% | +62.3% |
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