-29.5%
LEN vs STLA
-64.5%
+35.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | -5.8% | -13.8% | +8.0% | -2.0% |
| 30D | +13.7% | -10.5% | +24.2% | +17.2% |
| 3M | -3.9% | -28.9% | +25.0% | +4.7% |
| 6M | -0.4% | -49.7% | +49.4% | +18.5% |
| YTD | -16.8% | -64.9% | +48.1% | +6.4% |
| 1Y | -29.5% | -64.0% | +34.5% | -10.9% |
| All | -29.5% | -64.5% | +35.0% | -10.9% |
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