+143.7%
LEN vs STZ
+11.6%
+132.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +0.7% | +5.3% | -4.7% | -1.9% |
| 30D | +13.0% | +19.6% | -6.6% | +3.3% |
| 3M | +1.9% | +10.0% | -8.1% | -3.1% |
| 6M | -0.7% | -0.3% | -0.5% | -1.2% |
| YTD | -13.8% | +8.6% | -22.4% | -18.7% |
| 1Y | -28.1% | +16.6% | -44.7% | -34.8% |
| 3Y | -22.8% | -34.8% | +11.9% | -7.2% |
| 5Y | -7.4% | -27.8% | +20.5% | +4.2% |
| 10Y | +143.7% | +12.5% | +131.2% | +112.1% |
| All | +143.7% | +11.6% | +132.1% | +112.1% |
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