+422.5%
STM vs LEN
+166.0%
+256.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +5.4% |
| 7D | -5.6% | +0.6% | -6.2% | -6.3% |
| 30D | -14.4% | +19.4% | -33.9% | -21.9% |
| 3M | -20.5% | +4.5% | -25.0% | -23.5% |
| 6M | -24.5% | +4.9% | -29.4% | -27.9% |
| YTD | +72.7% | -8.9% | +81.6% | +74.6% |
| 1Y | +91.0% | -23.0% | +114.0% | +107.7% |
| 3Y | +13.5% | -16.7% | +30.2% | +15.5% |
| 5Y | -9.2% | -4.5% | -4.7% | -15.9% |
| 10Y | +422.5% | +162.2% | +260.4% | +217.2% |
| All | +422.5% | +166.0% | +256.5% | +217.2% |
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