-62.8%
QS vs LEN
+26.9%
-89.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -14.0% | -5.8% | -8.2% | -10.8% |
| 30D | -6.4% | +13.7% | -20.1% | -13.5% |
| 3M | -40.3% | -3.9% | -36.4% | -39.5% |
| 6M | -57.5% | -0.4% | -57.1% | -58.1% |
| YTD | -64.7% | -16.8% | -47.8% | -61.8% |
| 1Y | -72.9% | -29.5% | -43.4% | -68.0% |
| 3Y | -33.5% | -25.6% | -7.9% | -25.4% |
| 5Y | -90.5% | -13.2% | -77.3% | -91.2% |
| All | -62.8% | +26.9% | -89.8% | -62.1% |
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