+9,052.6%
ITW vs LEN
+10,125.0%
-1,072.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.3% |
| 7D | -0.4% | -2.9% | +2.4% | +0.2% |
| 30D | -9.4% | -8.9% | -0.6% | -7.6% |
| 3M | +7.1% | -10.9% | +18.0% | +9.7% |
| 6M | -1.9% | -19.7% | +17.8% | +2.7% |
| YTD | +10.4% | -20.6% | +31.0% | +15.7% |
| 1Y | +3.3% | -42.4% | +45.7% | +16.0% |
| 3Y | +21.0% | -26.5% | +47.6% | +26.6% |
| 5Y | +36.3% | -10.9% | +47.2% | +34.6% |
| 10Y | +185.8% | +100.6% | +85.2% | +124.1% |
| All | +9,052.6% | +10,125.0% | -1,072.4% | +2,859.6% |
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