+72.7%
STRL vs LEN
-41.8%
+114.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +8.2% | -3.4% | +11.6% | +9.2% |
| 30D | -6.3% | -5.7% | -0.7% | -4.9% |
| 3M | -41.2% | -12.2% | -29.0% | -38.6% |
| 6M | +20.4% | -18.3% | +38.6% | +23.8% |
| YTD | +61.7% | -20.2% | +81.9% | +68.0% |
| 1Y | +72.7% | -40.1% | +112.8% | +74.4% |
| All | +72.7% | -41.8% | +114.5% | +74.4% |
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