-20.8%
STRL vs LEN
-31.8%
+11.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.3% |
| 7D | +23.4% | -8.7% | +32.2% | +24.9% |
| 30D | -39.5% | +11.6% | -51.1% | -42.4% |
| 3M | -45.1% | -1.3% | -43.8% | -45.5% |
| 6M | -64.6% | -1.4% | -63.1% | -65.3% |
| YTD | -1.5% | -16.9% | +15.4% | +0.9% |
| 1Y | -20.8% | -31.2% | +10.4% | -16.3% |
| All | -20.8% | -31.8% | +11.0% | -16.3% |
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