+132.3%
LEN vs STLA
-3.1%
+135.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.1% | +2.9% | -1.0% |
| 7D | -8.7% | -13.1% | +4.3% | -4.1% |
| 30D | +11.6% | -13.3% | +24.8% | +16.9% |
| 3M | -1.3% | -27.9% | +26.6% | +9.9% |
| 6M | -1.4% | -47.8% | +46.4% | +22.4% |
| YTD | -16.9% | -64.6% | +47.7% | +16.2% |
| 1Y | -31.2% | -64.0% | +32.8% | -4.5% |
| 3Y | -25.6% | -76.8% | +51.3% | +15.8% |
| 5Y | -13.3% | -74.2% | +60.9% | +24.6% |
| All | +132.3% | -3.1% | +135.4% | +129.3% |
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