+3,476.8%
STX vs LEN
+103.6%
+3,373.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.9% | -1.7% |
| 7D | +8.0% | -7.8% | +15.7% | +10.2% |
| 30D | +5.1% | -11.0% | +16.1% | +8.1% |
| 3M | +5.8% | -12.8% | +18.5% | +8.3% |
| 6M | +124.9% | -20.2% | +145.1% | +135.8% |
| YTD | +213.9% | -23.0% | +236.9% | +231.1% |
| 1Y | +350.4% | -41.8% | +392.2% | +411.9% |
| 3Y | +1,314.2% | -28.8% | +1,343.0% | +1,372.3% |
| 5Y | +1,092.8% | -12.6% | +1,105.4% | +1,036.8% |
| All | +3,476.8% | +103.6% | +3,373.2% | +2,346.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling