+148.9%
LEN vs SWK
+29.6%
+119.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | +2.1% | +11.0% | -9.0% | -4.3% |
| 30D | +16.6% | +30.1% | -13.5% | -0.4% |
| 3M | +5.3% | +14.7% | -9.4% | -3.0% |
| 6M | -0.8% | +44.5% | -45.3% | -20.5% |
| YTD | -11.7% | +59.4% | -71.1% | -33.8% |
| 1Y | -24.6% | +77.5% | -102.1% | -47.0% |
| 3Y | -18.7% | +49.5% | -68.1% | -39.5% |
| 5Y | -4.4% | -24.9% | +20.5% | +5.1% |
| All | +148.9% | +29.6% | +119.4% | +84.5% |
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