+107.5%
STLD vs LEN
-18.1%
+125.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.2% |
| 7D | -11.1% | +2.1% | -13.2% | -11.7% |
| 30D | -4.8% | +16.6% | -21.3% | -8.9% |
| 3M | -14.6% | +5.3% | -19.9% | -16.2% |
| 6M | -7.4% | -0.8% | -6.6% | -7.9% |
| YTD | +32.6% | -11.7% | +44.3% | +35.3% |
| 1Y | +47.3% | -24.6% | +71.9% | +57.0% |
| 3Y | +107.5% | -18.7% | +126.2% | +109.2% |
| All | +107.5% | -18.1% | +125.6% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling