+293.4%
STLD vs LEN
-12.1%
+305.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.6% |
| 7D | +2.7% | -2.9% | +5.5% | +3.7% |
| 30D | -8.4% | -8.9% | +0.4% | -5.6% |
| 3M | -9.9% | -10.9% | +1.0% | -6.7% |
| 6M | +33.0% | -19.7% | +52.7% | +42.3% |
| YTD | +42.6% | -20.6% | +63.2% | +52.2% |
| 1Y | +80.8% | -42.4% | +123.2% | +115.5% |
| 3Y | +143.4% | -26.5% | +170.0% | +153.6% |
| 5Y | +293.4% | -10.9% | +304.4% | +251.6% |
| All | +293.4% | -12.1% | +305.5% | +251.6% |
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