-21.0%
LEN vs SWK
+15.2%
-36.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | -3.2% | -0.4% | -2.7% | -3.0% |
| 30D | -4.9% | -5.7% | +0.8% | -1.7% |
| 3M | -8.5% | +24.1% | -32.6% | -18.8% |
| 6M | -20.7% | +24.7% | -45.4% | -30.0% |
| YTD | -17.4% | +33.9% | -51.4% | -30.1% |
| 1Y | -38.2% | +34.7% | -72.9% | -48.1% |
| All | -21.0% | +15.2% | -36.2% | -28.3% |
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