+9,509.3%
STX vs LEN
+459.2%
+9,050.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.2% | +6.6% | +8.9% |
| 7D | -14.8% | +0.6% | -15.4% | -15.1% |
| 30D | -35.4% | +19.4% | -54.8% | -39.1% |
| 3M | -37.7% | +4.5% | -42.2% | -39.4% |
| 6M | -35.2% | +4.9% | -40.1% | -37.9% |
| YTD | +84.4% | -8.9% | +93.3% | +83.3% |
| 1Y | +82.3% | -23.0% | +105.2% | +89.4% |
| 3Y | +646.2% | -16.7% | +662.9% | +639.3% |
| 5Y | +487.4% | -4.5% | +491.9% | +448.4% |
| 10Y | +2,071.0% | +162.2% | +1,908.9% | +1,284.6% |
| All | +9,509.3% | +459.2% | +9,050.1% | +3,112.5% |
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 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