+34.5%
QXO vs LEN
+108.0%
-73.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | -7.8% | -4.8% | -3.0% | -6.8% |
| 30D | -18.1% | -6.6% | -11.5% | -16.8% |
| 3M | -25.8% | -15.7% | -10.1% | -22.7% |
| 6M | -41.7% | -16.6% | -25.1% | -39.1% |
| YTD | -36.2% | -21.3% | -14.8% | -32.6% |
| 1Y | -42.1% | -42.0% | -0.1% | -35.7% |
| 3Y | -46.2% | -27.9% | -18.2% | -44.2% |
| 5Y | -70.7% | -10.7% | -60.0% | -71.4% |
| All | +34.5% | +108.0% | -73.6% | -10.0% |
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