+239.2%
STRL vs LEN
-18.1%
+257.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +4.0% |
| 7D | -26.9% | +2.1% | -29.0% | -27.6% |
| 30D | -52.7% | +16.6% | -69.2% | -54.9% |
| 3M | -52.8% | +5.3% | -58.1% | -54.0% |
| 6M | -71.5% | -0.8% | -70.7% | -71.8% |
| YTD | -17.4% | -11.7% | -5.7% | -16.5% |
| 1Y | -35.0% | -24.6% | -10.4% | -31.9% |
| 3Y | +239.2% | -18.7% | +257.9% | +235.2% |
| All | +239.2% | -18.1% | +257.3% | +235.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling