+8,153.7%
STLD vs LEN
+2,423.8%
+5,729.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +3.1% | -3.2% | +6.3% | +4.4% |
| 30D | -9.0% | -4.9% | -4.1% | -7.5% |
| 3M | -12.4% | -8.5% | -3.9% | -10.0% |
| 6M | +25.5% | -20.7% | +46.2% | +35.4% |
| YTD | +43.6% | -17.4% | +61.0% | +51.8% |
| 1Y | +87.2% | -38.2% | +125.4% | +118.6% |
| 3Y | +135.2% | -24.9% | +160.1% | +148.4% |
| 5Y | +290.9% | -11.4% | +302.3% | +278.3% |
| 10Y | +1,113.5% | +110.0% | +1,003.4% | +691.5% |
| All | +8,153.7% | +2,423.8% | +5,729.9% | +2,168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling