+3,786.6%
STRL vs LEN
+136.8%
+3,649.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | +0.4% |
| 7D | +23.4% | -8.7% | +32.2% | +27.7% |
| 30D | -39.5% | +11.6% | -51.1% | -43.3% |
| 3M | -45.1% | -1.3% | -43.8% | -46.2% |
| 6M | -64.6% | -1.4% | -63.1% | -65.7% |
| YTD | -1.5% | -16.9% | +15.4% | +2.1% |
| 1Y | -20.8% | -31.2% | +10.4% | -11.8% |
| 3Y | +353.1% | -25.6% | +378.7% | +366.1% |
| 5Y | +942.9% | -13.3% | +956.1% | +871.5% |
| All | +3,786.6% | +136.8% | +3,649.8% | +2,262.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling