+266.4%
STT vs LEN
+103.7%
+162.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +1.0% | -3.4% | +4.3% | +2.1% |
| 30D | +2.8% | -5.7% | +8.4% | +4.6% |
| 3M | +18.1% | -12.2% | +30.4% | +22.3% |
| 6M | +59.2% | -18.3% | +77.5% | +68.2% |
| YTD | +51.5% | -20.2% | +71.7% | +60.3% |
| 1Y | +75.7% | -40.1% | +115.7% | +103.6% |
| 3Y | +200.8% | -26.2% | +227.0% | +214.3% |
| 5Y | +155.8% | -9.8% | +165.6% | +141.8% |
| 10Y | +266.4% | +109.1% | +157.2% | +137.0% |
| All | +266.4% | +103.7% | +162.6% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling