+109.1%
LEN vs STZ
-13.0%
+122.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -3.4% | -6.0% | +2.7% | -0.3% |
| 30D | -5.7% | -8.9% | +3.2% | -1.3% |
| 3M | -12.2% | -12.6% | +0.3% | -6.5% |
| 6M | -18.3% | -17.2% | -1.1% | -10.9% |
| YTD | -20.2% | -10.0% | -10.2% | -17.2% |
| 1Y | -40.1% | -14.3% | -25.8% | -36.4% |
| 3Y | -26.2% | -49.9% | +23.7% | +1.6% |
| 5Y | -9.8% | -38.2% | +28.4% | +9.4% |
| 10Y | +109.1% | -12.0% | +121.1% | +99.0% |
| All | +109.1% | -13.0% | +122.2% | +99.0% |
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