+2,285.7%
STM vs LEN
+4,120.3%
-1,834.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +5.8% | -3.2% | +9.0% | +7.0% |
| 30D | -1.0% | -4.9% | +3.9% | +0.6% |
| 3M | -33.3% | -8.5% | -24.8% | -31.5% |
| 6M | +57.4% | -20.7% | +78.0% | +69.5% |
| YTD | +102.2% | -17.4% | +119.6% | +114.0% |
| 1Y | +99.6% | -38.2% | +137.8% | +132.1% |
| 3Y | +14.5% | -24.9% | +39.4% | +22.9% |
| 5Y | +21.4% | -11.4% | +32.8% | +21.8% |
| 10Y | +695.0% | +110.0% | +584.9% | +466.1% |
| All | +2,285.7% | +4,120.3% | -1,834.6% | +382.7% |
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