-25.9%
STRL vs LEN
-21.9%
-4.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +7.1% | -28.5% | -22.2% |
| 7D | -27.1% | +10.5% | -37.5% | -28.7% |
| 30D | -45.8% | +24.6% | -70.4% | -49.2% |
| 3M | -47.6% | +6.6% | -54.3% | -48.3% |
| 6M | -46.4% | +10.6% | -57.1% | -48.3% |
| YTD | -7.4% | -8.3% | +0.9% | -6.4% |
| 1Y | -25.9% | -22.5% | -3.3% | -23.9% |
| All | -25.9% | -21.9% | -4.0% | -23.9% |
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