-44.6%
QS vs LEN
+26.1%
-70.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.2% |
| 7D | -2.3% | -3.2% | +0.9% | -0.5% |
| 30D | -0.7% | -4.9% | +4.2% | +2.0% |
| 3M | -39.6% | -8.5% | -31.2% | -36.9% |
| 6M | -21.7% | -20.7% | -1.1% | -10.9% |
| YTD | -47.4% | -17.4% | -30.0% | -42.4% |
| 1Y | -28.4% | -38.2% | +9.9% | -7.5% |
| 3Y | -22.6% | -24.9% | +2.3% | -12.9% |
| 5Y | -75.6% | -11.4% | -64.1% | -77.2% |
| All | -44.6% | +26.1% | -70.7% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling