-10.9%
LEN vs STLA
-62.5%
+51.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.8% | -2.8% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | -8.9% | -2.4% | -6.5% | -8.4% |
| 3M | -10.9% | -23.9% | +13.0% | -3.2% |
| 6M | -19.7% | -24.6% | +5.0% | -12.8% |
| YTD | -20.6% | -50.5% | +29.9% | -2.4% |
| 1Y | -42.4% | -39.8% | -2.6% | -34.9% |
| 3Y | -26.5% | -65.6% | +39.1% | -2.0% |
| 5Y | -10.9% | -62.1% | +51.1% | +3.9% |
| All | -10.9% | -62.5% | +51.6% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling