+16,011.1%
STX vs LEN
+407.0%
+15,604.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.4% | +6.6% |
| 7D | +2.4% | -3.2% | +5.5% | +3.3% |
| 30D | +1.4% | -4.9% | +6.3% | +2.5% |
| 3M | -8.2% | -8.5% | +0.3% | -7.1% |
| 6M | +127.0% | -20.7% | +147.7% | +139.0% |
| YTD | +209.1% | -17.4% | +226.6% | +220.4% |
| 1Y | +365.4% | -38.2% | +403.7% | +420.5% |
| 3Y | +1,135.4% | -24.9% | +1,160.3% | +1,176.0% |
| 5Y | +991.5% | -11.4% | +1,003.0% | +955.0% |
| 10Y | +3,695.8% | +110.0% | +3,585.8% | +2,515.7% |
| All | +16,011.1% | +407.0% | +15,604.1% | +5,515.9% |
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 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