+71.6%
STX vs LEN
-27.0%
+98.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -1.8% |
| 7D | -17.3% | +0.7% | -17.9% | -17.0% |
| 30D | -35.9% | +13.0% | -48.9% | -34.6% |
| 3M | -37.3% | +1.9% | -39.2% | -36.2% |
| 6M | -35.8% | -0.7% | -35.1% | -34.6% |
| YTD | +82.7% | -13.8% | +96.6% | +91.2% |
| 1Y | +71.6% | -28.1% | +99.7% | +77.5% |
| All | +71.6% | -27.0% | +98.7% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling