+782.2%
STLD vs LEN
+166.0%
+616.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +0.9% |
| 7D | -9.7% | +0.6% | -10.3% | -10.1% |
| 30D | -4.5% | +19.4% | -24.0% | -11.3% |
| 3M | -13.1% | +4.5% | -17.6% | -15.6% |
| 6M | -2.8% | +4.9% | -7.7% | -6.2% |
| YTD | +35.3% | -8.9% | +44.3% | +36.6% |
| 1Y | +51.4% | -23.0% | +74.3% | +62.3% |
| 3Y | +117.9% | -16.7% | +134.7% | +118.2% |
| 5Y | +272.6% | -4.5% | +277.0% | +241.4% |
| 10Y | +782.2% | +162.2% | +620.0% | +421.9% |
| All | +782.2% | +166.0% | +616.1% | +421.9% |
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