+3.2%
ITW vs LEN
-41.0%
+44.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.4% |
| 7D | -0.7% | -4.8% | +4.0% | +0.7% |
| 30D | -8.3% | -6.6% | -1.8% | -6.5% |
| 3M | +6.0% | -15.7% | +21.7% | +11.3% |
| 6M | 0.0% | -16.6% | +16.6% | +4.9% |
| YTD | +10.2% | -21.3% | +31.6% | +17.6% |
| 1Y | +3.2% | -42.0% | +45.3% | +16.8% |
| All | +3.2% | -41.0% | +44.2% | +16.8% |
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