+487.4%
STX vs LEN
-2.5%
+489.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.2% | +6.6% | +9.1% |
| 7D | -14.8% | +0.6% | -15.4% | -15.0% |
| 30D | -35.4% | +19.4% | -54.8% | -38.4% |
| 3M | -37.7% | +4.5% | -42.2% | -38.9% |
| 6M | -35.2% | +4.9% | -40.1% | -37.3% |
| YTD | +84.4% | -8.9% | +93.3% | +85.6% |
| 1Y | +82.3% | -23.0% | +105.2% | +93.1% |
| 3Y | +646.2% | -16.7% | +662.9% | +623.4% |
| 5Y | +487.4% | -4.5% | +491.9% | +402.4% |
| All | +487.4% | -2.5% | +489.9% | +402.4% |
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