+10,331.5%
LEN vs SWK
+1,275.2%
+9,056.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.6% |
| 7D | -3.2% | -0.4% | -2.7% | -2.9% |
| 30D | -4.9% | -5.7% | +0.8% | -1.4% |
| 3M | -8.5% | +24.1% | -32.6% | -19.9% |
| 6M | -20.7% | +24.7% | -45.4% | -31.1% |
| YTD | -17.4% | +33.9% | -51.4% | -31.6% |
| 1Y | -38.2% | +34.7% | -72.9% | -49.3% |
| 3Y | -24.9% | +15.3% | -40.1% | -35.3% |
| 5Y | -11.4% | -39.3% | +27.8% | +7.5% |
| 10Y | +110.0% | +2.5% | +107.6% | +73.2% |
| All | +10,331.5% | +1,275.2% | +9,056.4% | +3,246.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling