+105.8%
STT vs LEN
-8.8%
+114.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +2.1% |
| 7D | +1.1% | +0.7% | +0.5% | +0.8% |
| 30D | -1.9% | +13.0% | -14.9% | -6.1% |
| 3M | -7.6% | +1.9% | -9.5% | -9.0% |
| 6M | +16.0% | -0.7% | +16.7% | +14.4% |
| YTD | +36.2% | -13.8% | +50.0% | +39.5% |
| 1Y | +46.8% | -28.1% | +74.9% | +60.0% |
| 3Y | +177.8% | -22.8% | +200.6% | +179.1% |
| 5Y | +105.8% | -7.4% | +113.2% | +69.1% |
| All | +105.8% | -8.8% | +114.7% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling