-75.2%
QS vs LEN
-10.5%
-64.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.5% | -7.1% | -7.0% |
| 7D | -4.2% | -3.4% | -0.8% | -1.9% |
| 30D | -15.7% | -5.7% | -10.0% | -12.4% |
| 3M | -28.7% | -12.2% | -16.5% | -22.6% |
| 6M | -23.2% | -18.3% | -5.0% | -12.0% |
| YTD | -49.9% | -20.2% | -29.7% | -42.8% |
| 1Y | -38.8% | -40.1% | +1.3% | -14.0% |
| 3Y | -24.0% | -26.2% | +2.2% | -16.8% |
| All | -75.2% | -10.5% | -64.8% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling