-100.0%
SQQQ vs LEN
+108.0%
-208.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -0.9% |
| 7D | +1.8% | -4.8% | +6.6% | -1.9% |
| 30D | +4.2% | -6.6% | +10.7% | -1.0% |
| 3M | -3.3% | -15.7% | +12.4% | -14.7% |
| 6M | -43.6% | -16.6% | -27.0% | -49.3% |
| YTD | -41.9% | -21.3% | -20.5% | -49.9% |
| 1Y | -50.6% | -42.0% | -8.6% | -66.8% |
| 3Y | -89.3% | -27.9% | -61.4% | -90.0% |
| 5Y | -94.8% | -10.7% | -84.1% | -91.6% |
| All | -100.0% | +108.0% | -208.0% | -99.8% |
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