-29.5%
LEN vs STZ
+15.6%
-45.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -5.8% | +2.6% | -8.3% | -6.8% |
| 30D | +13.7% | +15.2% | -1.5% | +7.7% |
| 3M | -3.9% | +7.6% | -11.5% | -6.9% |
| 6M | -0.4% | +5.3% | -5.6% | -3.2% |
| YTD | -16.8% | +8.6% | -25.5% | -21.8% |
| 1Y | -29.5% | +15.6% | -45.1% | -34.1% |
| All | -29.5% | +15.6% | -45.0% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling