+188.3%
ITW vs LEN
+108.0%
+80.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.4% |
| 7D | -0.7% | -4.8% | +4.0% | +0.8% |
| 30D | -8.3% | -6.6% | -1.8% | -6.4% |
| 3M | +6.0% | -15.7% | +21.7% | +11.5% |
| 6M | 0.0% | -16.6% | +16.6% | +5.2% |
| YTD | +10.2% | -21.3% | +31.6% | +17.8% |
| 1Y | +3.2% | -42.0% | +45.3% | +21.0% |
| 3Y | +21.0% | -27.9% | +48.9% | +28.4% |
| 5Y | +37.9% | -10.7% | +48.6% | +32.7% |
| All | +188.3% | +108.0% | +80.2% | +95.5% |
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 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