+1,573.3%
HWM vs LEN
+125.3%
+1,448.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.8% | -6.9% | -9.2% |
| 7D | -9.2% | -2.9% | -6.3% | -8.0% |
| 30D | -17.9% | -8.9% | -9.0% | -14.8% |
| 3M | -6.0% | -10.9% | +4.9% | -2.3% |
| 6M | -7.4% | -19.7% | +12.3% | +0.1% |
| YTD | +13.1% | -20.6% | +33.7% | +22.0% |
| 1Y | +29.3% | -42.4% | +71.7% | +57.6% |
| 3Y | +389.9% | -26.5% | +416.5% | +405.8% |
| 5Y | +655.5% | -10.9% | +666.5% | +583.5% |
| All | +1,573.3% | +125.3% | +1,448.0% | +731.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling