-100.0%
SQQQ vs LEN
+492.3%
-592.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.8% | +0.4% |
| 7D | +4.1% | -7.8% | +11.8% | -2.4% |
| 30D | +4.6% | -11.0% | +15.6% | -4.5% |
| 3M | -10.4% | -12.8% | +2.4% | -18.6% |
| 6M | -42.1% | -20.2% | -21.9% | -49.8% |
| YTD | -40.3% | -23.0% | -17.3% | -49.6% |
| 1Y | -50.2% | -41.8% | -8.4% | -66.5% |
| 3Y | -89.4% | -28.8% | -60.6% | -90.3% |
| 5Y | -94.7% | -12.6% | -82.1% | -91.8% |
| 10Y | -100.0% | +101.7% | -201.7% | -99.8% |
| All | -100.0% | +492.3% | -592.3% | -100.0% |
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 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