+7,178.3%
STRL vs LEN
+99.2%
+7,079.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.8% | +7.1% | +4.8% |
| 7D | +10.1% | -2.9% | +13.0% | +11.3% |
| 30D | -8.2% | -8.9% | +0.7% | -5.0% |
| 3M | -43.7% | -10.9% | -32.8% | -41.7% |
| 6M | +27.1% | -19.7% | +46.8% | +37.7% |
| YTD | +64.0% | -20.6% | +84.6% | +77.3% |
| 1Y | +75.2% | -42.4% | +117.6% | +113.3% |
| 3Y | +539.9% | -26.5% | +566.5% | +575.2% |
| 5Y | +2,133.0% | -10.9% | +2,143.9% | +2,000.8% |
| 10Y | +7,178.3% | +100.6% | +7,077.6% | +4,981.2% |
| All | +7,178.3% | +99.2% | +7,079.1% | +4,981.2% |
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