+673.5%
LEN vs STLA
+189.2%
+484.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | +0.6% | -6.4% | +7.0% | +2.4% |
| 30D | +19.4% | -1.3% | +20.8% | +19.5% |
| 3M | +4.5% | -19.9% | +24.5% | +10.0% |
| 6M | +4.9% | -42.9% | +47.8% | +20.1% |
| YTD | -8.9% | -59.4% | +50.5% | +12.2% |
| 1Y | -23.0% | -56.8% | +33.9% | -6.7% |
| 3Y | -16.7% | -73.1% | +56.4% | +10.2% |
| 5Y | -4.5% | -70.1% | +65.6% | +20.7% |
| 10Y | +162.2% | +19.8% | +142.4% | +144.8% |
| All | +673.5% | +189.2% | +484.3% | +533.4% |
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