+52.0%
STT vs LEN
-21.9%
+73.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -4.9% | +1.5% |
| 7D | -0.1% | +10.5% | -10.5% | -1.1% |
| 30D | -1.7% | +24.6% | -26.3% | -4.0% |
| 3M | -6.4% | +6.6% | -13.0% | -7.0% |
| 6M | +17.7% | +10.6% | +7.0% | +15.8% |
| YTD | +36.9% | -8.3% | +45.2% | +37.1% |
| 1Y | +52.0% | -22.5% | +74.6% | +55.2% |
| All | +52.0% | -21.9% | +73.9% | +55.2% |
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 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