-47.7%
QS vs LEN
+17.5%
-65.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | +1.3% |
| 7D | -5.0% | -7.8% | +2.8% | -0.5% |
| 30D | -18.3% | -11.0% | -7.3% | -12.8% |
| 3M | -26.0% | -12.8% | -13.2% | -20.7% |
| 6M | -24.0% | -20.2% | -3.8% | -14.0% |
| YTD | -50.3% | -23.0% | -27.3% | -43.3% |
| 1Y | -38.0% | -41.8% | +3.9% | -17.4% |
| 3Y | -24.6% | -28.8% | +4.2% | -12.4% |
| 5Y | -75.4% | -12.6% | -62.8% | -76.2% |
| All | -47.7% | +17.5% | -65.2% | -43.7% |
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 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