+1,945.0%
STM vs LEN
+4,304.3%
-2,359.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.7% | +2.2% |
| 7D | -7.9% | +0.7% | -8.6% | -8.4% |
| 30D | -14.1% | +13.0% | -27.1% | -18.5% |
| 3M | -17.6% | +1.9% | -19.5% | -19.4% |
| 6M | -24.2% | -0.7% | -23.5% | -25.5% |
| YTD | +73.3% | -13.8% | +87.1% | +78.2% |
| 1Y | +90.1% | -28.1% | +118.2% | +107.4% |
| 3Y | +10.3% | -22.8% | +33.2% | +15.8% |
| 5Y | -5.7% | -7.4% | +1.6% | -8.1% |
| 10Y | +444.1% | +143.7% | +300.4% | +264.3% |
| All | +1,945.0% | +4,304.3% | -2,359.3% | +301.9% |
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 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