-4.5%
LEN vs SWK
-23.3%
+18.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +1.6% |
| 7D | +0.6% | +10.7% | -10.1% | -5.0% |
| 30D | +19.4% | +33.3% | -13.9% | +2.1% |
| 3M | +4.5% | +14.7% | -10.1% | -3.1% |
| 6M | +4.9% | +48.5% | -43.6% | -15.4% |
| YTD | -8.9% | +63.9% | -72.8% | -30.7% |
| 1Y | -23.0% | +80.4% | -103.4% | -44.3% |
| 3Y | -16.7% | +58.1% | -74.8% | -37.4% |
| 5Y | -4.5% | -24.5% | +20.0% | +9.1% |
| All | -4.5% | -23.3% | +18.8% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling