-16.1%
LEN vs SWK
+46.5%
-62.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.8% |
| 7D | +7.2% | +11.3% | -4.1% | +0.7% |
| 30D | +19.1% | +28.1% | -9.0% | +3.5% |
| 3M | +4.9% | +12.6% | -7.7% | -2.1% |
| 6M | +7.6% | +51.7% | -44.1% | -14.8% |
| YTD | -8.9% | +60.0% | -68.9% | -30.4% |
| 1Y | -22.7% | +72.7% | -95.4% | -43.4% |
| All | -16.1% | +46.5% | -62.6% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling