-29.6%
LEN vs SWK
+76.3%
-105.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | -6.4% | -2.3% | -4.1% | -4.8% |
| 30D | +15.6% | +30.4% | -14.8% | -3.4% |
| 3M | -0.8% | +12.1% | -12.9% | -8.6% |
| 6M | +0.4% | +49.1% | -48.7% | -23.3% |
| YTD | -14.1% | +60.4% | -74.6% | -39.2% |
| 1Y | -29.6% | +78.3% | -108.0% | -55.2% |
| All | -29.6% | +76.3% | -105.9% | -55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling