+132.4%
LEN vs STZ
+13.4%
+119.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -5.8% | +2.6% | -8.3% | -7.0% |
| 30D | +13.7% | +15.2% | -1.5% | +6.0% |
| 3M | -3.9% | +7.6% | -11.5% | -7.6% |
| 6M | -0.4% | +5.3% | -5.6% | -3.5% |
| YTD | -16.8% | +8.6% | -25.5% | -21.6% |
| 1Y | -29.5% | +15.6% | -45.1% | -35.8% |
| 3Y | -25.6% | -35.2% | +9.6% | -10.2% |
| 5Y | -13.2% | -29.1% | +15.9% | -1.4% |
| All | +132.4% | +13.4% | +119.0% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling