+100.8%
STM vs LEN
-41.8%
+142.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +1.7% | -3.4% | +5.0% | +2.8% |
| 30D | -5.2% | -5.7% | +0.5% | -3.4% |
| 3M | -29.6% | -12.2% | -17.4% | -26.4% |
| 6M | +54.4% | -18.3% | +72.6% | +62.6% |
| YTD | +99.5% | -20.2% | +119.7% | +112.1% |
| 1Y | +100.8% | -40.1% | +140.8% | +125.9% |
| All | +100.8% | -41.8% | +142.5% | +125.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling