+601.4%
LEN vs STLA
+263.8%
+337.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | -3.2% | +2.6% | -5.8% | -3.9% |
| 30D | -4.9% | -1.2% | -3.6% | -4.8% |
| 3M | -8.5% | -24.8% | +16.3% | -2.0% |
| 6M | -20.7% | -25.6% | +4.9% | -15.1% |
| YTD | -17.4% | -48.9% | +31.5% | -3.7% |
| 1Y | -38.2% | -38.8% | +0.5% | -31.9% |
| 3Y | -24.9% | -64.5% | +39.7% | -7.0% |
| 5Y | -11.4% | -62.4% | +51.0% | +5.8% |
| 10Y | +110.0% | +55.4% | +54.6% | +84.5% |
| All | +601.4% | +263.8% | +337.6% | +443.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling