-40.1%
LEN vs STZ
-14.3%
-25.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -3.4% | -6.0% | +2.7% | -1.2% |
| 30D | -5.7% | -8.9% | +3.2% | -2.6% |
| 3M | -12.2% | -12.6% | +0.3% | -8.3% |
| 6M | -18.3% | -17.2% | -1.1% | -13.2% |
| YTD | -20.2% | -10.0% | -10.2% | -18.9% |
| 1Y | -40.1% | -14.3% | -25.8% | -37.8% |
| All | -40.1% | -14.3% | -25.7% | -37.8% |
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