+1,388.5%
HWM vs LEN
+150.4%
+1,238.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +3.7% |
| 7D | +3.4% | +2.1% | +1.3% | +2.2% |
| 30D | -7.5% | +16.6% | -24.1% | -13.8% |
| 3M | -28.9% | +5.3% | -34.2% | -31.4% |
| 6M | -19.6% | -0.8% | -18.8% | -21.2% |
| YTD | +0.6% | -11.7% | +12.3% | +2.6% |
| 1Y | +0.3% | -24.6% | +24.9% | +8.5% |
| 3Y | +326.1% | -18.7% | +344.8% | +317.5% |
| 5Y | +525.2% | -4.4% | +529.6% | +445.1% |
| 10Y | +1,492.9% | +152.2% | +1,340.7% | +649.2% |
| All | +1,388.5% | +150.4% | +1,238.1% | +599.0% |
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