-28.1%
LEN vs STLA
-59.1%
+31.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -4.4% |
| 7D | +0.7% | -4.9% | +5.6% | +2.1% |
| 30D | +13.0% | -4.9% | +17.9% | +14.5% |
| 3M | +1.9% | -23.7% | +25.6% | +8.9% |
| 6M | -0.7% | -45.0% | +44.2% | +15.4% |
| YTD | -13.8% | -60.9% | +47.1% | +7.6% |
| 1Y | -28.1% | -58.9% | +30.8% | -12.7% |
| All | -28.1% | -59.1% | +31.0% | -12.7% |
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