+799.8%
STLD vs LEN
+142.4%
+657.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -0.5% | -6.4% | +5.9% | +1.8% |
| 30D | -0.1% | +15.6% | -15.7% | -6.2% |
| 3M | -9.2% | -0.8% | -8.4% | -10.2% |
| 6M | +1.8% | +0.4% | +1.4% | -0.5% |
| YTD | +42.1% | -14.1% | +56.3% | +46.3% |
| 1Y | +58.5% | -29.6% | +88.2% | +75.6% |
| 3Y | +128.2% | -23.1% | +151.4% | +135.2% |
| 5Y | +288.2% | -8.9% | +297.1% | +261.2% |
| 10Y | +799.8% | +146.2% | +653.6% | +438.4% |
| All | +799.8% | +142.4% | +657.5% | +438.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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