+132.3%
LEN vs SWK
+17.8%
+114.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -0.9% | -1.8% |
| 7D | -8.7% | -2.0% | -6.8% | -7.6% |
| 30D | +11.6% | +24.6% | -13.0% | -2.1% |
| 3M | -1.3% | +10.8% | -12.1% | -7.2% |
| 6M | -1.4% | +46.1% | -47.5% | -21.5% |
| YTD | -16.9% | +56.8% | -73.7% | -37.1% |
| 1Y | -31.2% | +72.7% | -103.9% | -50.8% |
| 3Y | -25.6% | +49.9% | -75.4% | -44.8% |
| 5Y | -13.3% | -30.9% | +17.6% | +0.8% |
| All | +132.3% | +17.8% | +114.5% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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