-40.3%
QS vs LEN
-41.0%
+0.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.2% |
| 7D | -3.6% | -4.8% | +1.1% | -2.2% |
| 30D | -17.2% | -6.6% | -10.7% | -15.6% |
| 3M | -27.0% | -15.7% | -11.3% | -23.3% |
| 6M | -24.6% | -16.6% | -7.9% | -22.3% |
| YTD | -49.3% | -21.3% | -28.0% | -47.7% |
| 1Y | -40.3% | -42.0% | +1.7% | -35.7% |
| All | -40.3% | -41.0% | +0.6% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling