-40.1%
LEN vs STLA
-41.2%
+1.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.9% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -5.7% | -5.2% | -0.5% | -4.7% |
| 3M | -12.2% | -24.9% | +12.6% | -6.8% |
| 6M | -18.3% | -25.2% | +6.9% | -13.2% |
| YTD | -20.2% | -51.4% | +31.2% | -9.2% |
| 1Y | -40.1% | -40.7% | +0.6% | -35.8% |
| All | -40.1% | -41.2% | +1.2% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling