+140.2%
STLD vs LEN
-22.2%
+162.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +3.1% | -3.2% | +6.3% | +4.2% |
| 30D | -9.0% | -4.9% | -4.1% | -7.7% |
| 3M | -12.4% | -8.5% | -3.9% | -10.4% |
| 6M | +25.5% | -20.7% | +46.2% | +33.6% |
| YTD | +43.6% | -17.4% | +61.0% | +50.1% |
| 1Y | +87.2% | -38.2% | +125.4% | +113.6% |
| All | +140.2% | -22.2% | +162.4% | +131.9% |
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 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