+515.0%
STRL vs LEN
-22.2%
+537.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +6.1% |
| 7D | +3.4% | -3.2% | +6.6% | +4.4% |
| 30D | -9.2% | -4.9% | -4.3% | -8.0% |
| 3M | -51.0% | -8.5% | -42.6% | -49.9% |
| 6M | +15.8% | -20.7% | +36.4% | +22.3% |
| YTD | +58.9% | -17.4% | +76.3% | +65.6% |
| 1Y | +68.5% | -38.2% | +106.8% | +88.3% |
| All | +515.0% | -22.2% | +537.2% | +499.9% |
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 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