+177.8%
STT vs LEN
-21.7%
+199.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +1.5% |
| 7D | +1.1% | +0.7% | +0.5% | +0.9% |
| 30D | -1.9% | +13.0% | -14.9% | -4.7% |
| 3M | -7.6% | +1.9% | -9.5% | -8.4% |
| 6M | +16.0% | -0.7% | +16.7% | +15.1% |
| YTD | +36.2% | -13.8% | +50.0% | +38.8% |
| 1Y | +46.8% | -28.1% | +74.9% | +56.8% |
| 3Y | +177.8% | -22.8% | +200.6% | +175.2% |
| All | +177.8% | -21.7% | +199.4% | +175.2% |
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