+93.3%
QQQM vs LEN
-27.3%
+120.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | -0.6% | -4.8% | +4.2% | +0.2% |
| 30D | -1.2% | -6.6% | +5.4% | -0.2% |
| 3M | -0.1% | -15.7% | +15.6% | +2.5% |
| 6M | +18.0% | -16.6% | +34.6% | +20.9% |
| YTD | +16.7% | -21.3% | +38.0% | +20.1% |
| 1Y | +23.0% | -42.0% | +65.1% | +33.5% |
| 3Y | +93.3% | -27.9% | +121.3% | +84.8% |
| All | +93.3% | -27.3% | +120.6% | +84.8% |
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