+6,574.9%
STT vs LEN
+10,602.5%
-4,027.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.8% |
| 7D | +5.1% | -8.7% | +13.9% | +8.3% |
| 30D | -0.2% | +11.6% | -11.8% | -4.4% |
| 3M | -8.1% | -1.3% | -6.9% | -8.8% |
| 6M | +16.6% | -1.4% | +18.1% | +15.0% |
| YTD | +37.8% | -16.9% | +54.7% | +42.6% |
| 1Y | +46.8% | -31.2% | +78.0% | +61.4% |
| 3Y | +181.2% | -25.6% | +206.7% | +192.5% |
| 5Y | +105.1% | -13.3% | +118.4% | +98.1% |
| 10Y | +202.3% | +138.4% | +63.9% | +88.2% |
| All | +6,574.9% | +10,602.5% | -4,027.6% | +1,229.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling