+200.7%
STT vs LEN
-25.9%
+226.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.3% |
| 7D | +2.2% | -2.9% | +5.1% | +2.9% |
| 30D | +3.9% | -8.9% | +12.8% | +6.1% |
| 3M | +19.2% | -10.9% | +30.1% | +21.9% |
| 6M | +60.4% | -19.7% | +80.0% | +67.9% |
| YTD | +51.5% | -20.6% | +72.0% | +58.1% |
| 1Y | +76.3% | -42.4% | +118.7% | +101.0% |
| 3Y | +200.7% | -26.5% | +227.3% | +199.2% |
| All | +200.7% | -25.9% | +226.7% | +199.2% |
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