+7,325.6%
STT vs LEN
+10,533.4%
-3,207.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +0.5% | -3.2% | +3.7% | +1.6% |
| 30D | +3.9% | -4.9% | +8.7% | +5.4% |
| 3M | +20.0% | -8.5% | +28.4% | +22.6% |
| 6M | +55.3% | -20.7% | +76.0% | +66.0% |
| YTD | +53.3% | -17.4% | +70.7% | +60.7% |
| 1Y | +74.7% | -38.2% | +112.9% | +100.6% |
| 3Y | +205.8% | -24.9% | +230.7% | +219.6% |
| 5Y | +145.0% | -11.4% | +156.4% | +137.1% |
| 10Y | +266.0% | +110.0% | +156.0% | +140.1% |
| All | +7,325.6% | +10,533.4% | -3,207.8% | +1,397.2% |
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 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