+657.6%
STM vs LEN
+99.2%
+558.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.2% |
| 7D | +5.2% | -2.9% | +8.1% | +6.6% |
| 30D | -7.4% | -8.9% | +1.5% | -3.6% |
| 3M | -30.6% | -10.9% | -19.7% | -27.5% |
| 6M | +66.4% | -19.7% | +86.0% | +82.1% |
| YTD | +101.1% | -20.6% | +121.7% | +120.0% |
| 1Y | +97.4% | -42.4% | +139.8% | +148.3% |
| 3Y | +21.1% | -26.5% | +47.7% | +32.5% |
| 5Y | +22.5% | -10.9% | +33.4% | +19.2% |
| 10Y | +657.6% | +100.6% | +557.0% | +397.6% |
| All | +657.6% | +99.2% | +558.4% | +397.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling