+3,988.2%
STRL vs LEN
+166.0%
+3,822.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.2% | +11.8% | +13.8% |
| 7D | -13.3% | +0.6% | -14.0% | -14.3% |
| 30D | -43.3% | +19.4% | -62.8% | -48.1% |
| 3M | -46.9% | +4.5% | -51.4% | -49.0% |
| 6M | -65.6% | +4.9% | -70.5% | -67.3% |
| YTD | -5.1% | -8.9% | +3.8% | -4.8% |
| 1Y | -23.1% | -23.0% | -0.1% | -17.9% |
| 3Y | +346.8% | -16.7% | +363.6% | +340.7% |
| 5Y | +907.2% | -4.5% | +911.6% | +805.8% |
| 10Y | +3,988.2% | +162.2% | +3,826.0% | +2,347.9% |
| All | +3,988.2% | +166.0% | +3,822.1% | +2,347.9% |
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