+1,335.2%
STX vs LEN
-22.2%
+1,357.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.4% | +6.5% |
| 7D | +2.4% | -3.2% | +5.5% | +2.9% |
| 30D | +1.4% | -4.9% | +6.3% | +2.0% |
| 3M | -8.2% | -8.5% | +0.3% | -7.3% |
| 6M | +127.0% | -20.7% | +147.7% | +136.5% |
| YTD | +209.1% | -17.4% | +226.6% | +217.9% |
| 1Y | +365.4% | -38.2% | +403.7% | +412.2% |
| All | +1,335.2% | -22.2% | +1,357.3% | +1,304.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling