+1,144.9%
STX vs LEN
-12.1%
+1,157.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.8% | +10.3% | +7.5% |
| 7D | +10.7% | -2.9% | +13.6% | +11.5% |
| 30D | +11.3% | -8.9% | +20.1% | +13.8% |
| 3M | +3.2% | -10.9% | +14.1% | +5.2% |
| 6M | +157.0% | -19.7% | +176.6% | +170.0% |
| YTD | +229.2% | -20.6% | +249.8% | +245.4% |
| 1Y | +381.8% | -42.4% | +424.3% | +460.2% |
| 3Y | +1,383.2% | -26.5% | +1,409.7% | +1,390.7% |
| 5Y | +1,144.9% | -10.9% | +1,155.8% | +984.5% |
| All | +1,144.9% | -12.1% | +1,157.0% | +984.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling