+143.7%
LEN vs STLA
+12.4%
+131.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -4.1% |
| 7D | +0.7% | -4.9% | +5.6% | +2.5% |
| 30D | +13.0% | -4.9% | +17.9% | +14.7% |
| 3M | +1.9% | -23.7% | +25.6% | +11.1% |
| 6M | -0.7% | -45.0% | +44.2% | +20.9% |
| YTD | -13.8% | -60.9% | +47.1% | +16.1% |
| 1Y | -28.1% | -58.9% | +30.8% | -5.1% |
| 3Y | -22.8% | -74.4% | +51.6% | +15.7% |
| 5Y | -7.4% | -71.5% | +64.2% | +28.4% |
| 10Y | +143.7% | +5.3% | +138.4% | +146.8% |
| All | +143.7% | +12.4% | +131.3% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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