+22.9%
ITW vs LEN
-21.9%
+44.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.7% | +0.4% |
| 7D | +6.3% | +10.5% | -4.2% | +3.4% |
| 30D | +11.1% | +24.6% | -13.6% | +4.3% |
| 3M | +0.1% | +6.6% | -6.5% | -1.9% |
| 6M | +18.1% | +10.6% | +7.4% | +13.7% |
| YTD | +21.4% | -8.3% | +29.7% | +23.9% |
| 1Y | +22.9% | -22.5% | +45.4% | +30.2% |
| All | +22.9% | -21.9% | +44.8% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling