-15.7%
STM vs LEN
-4.6%
-11.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.1% | +7.5% | +5.8% |
| 7D | -10.7% | +2.1% | -12.8% | -12.2% |
| 30D | -25.7% | +16.6% | -42.3% | -31.9% |
| 3M | -21.6% | +5.3% | -26.9% | -25.0% |
| 6M | -27.8% | -0.8% | -27.0% | -29.3% |
| YTD | +61.8% | -11.7% | +73.5% | +66.3% |
| 1Y | +78.1% | -24.6% | +102.7% | +97.7% |
| 3Y | +4.9% | -18.7% | +23.6% | +5.2% |
| All | -15.7% | -4.6% | -11.1% | -29.6% |
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