+9,423.5%
STX vs LEN
+429.1%
+8,994.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | +0.6% |
| 7D | -17.3% | +0.7% | -17.9% | -17.6% |
| 30D | -35.9% | +13.0% | -48.9% | -38.7% |
| 3M | -37.3% | +1.9% | -39.2% | -38.7% |
| 6M | -35.8% | -0.7% | -35.1% | -37.5% |
| YTD | +82.7% | -13.8% | +96.6% | +84.4% |
| 1Y | +71.6% | -28.1% | +99.7% | +81.8% |
| 3Y | +635.3% | -22.8% | +658.1% | +644.2% |
| 5Y | +483.8% | -7.4% | +491.1% | +449.4% |
| 10Y | +1,967.8% | +143.7% | +1,824.1% | +1,245.6% |
| All | +9,423.5% | +429.1% | +8,994.4% | +3,132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling