+258.8%
STLD vs LEN
-4.6%
+263.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.4% |
| 7D | -11.1% | +2.1% | -13.2% | -11.9% |
| 30D | -4.8% | +16.6% | -21.3% | -10.0% |
| 3M | -14.6% | +5.3% | -19.9% | -16.9% |
| 6M | -7.4% | -0.8% | -6.6% | -8.4% |
| YTD | +32.6% | -11.7% | +44.3% | +35.4% |
| 1Y | +47.3% | -24.6% | +71.9% | +58.6% |
| 3Y | +107.5% | -18.7% | +126.2% | +107.6% |
| All | +258.8% | -4.6% | +263.4% | +211.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling