-22.5%
LEN vs TW
+20.8%
-43.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.1% | +7.2% |
| 7D | +10.5% | +6.0% | +4.5% | +11.4% |
| 30D | +24.6% | +18.6% | +6.1% | +28.1% |
| 3M | +6.6% | +26.5% | -19.9% | +11.0% |
| 6M | +10.6% | +13.1% | -2.5% | +14.2% |
| YTD | -8.3% | +18.5% | -26.9% | -4.6% |
| 1Y | -22.5% | +21.7% | -44.2% | -20.4% |
| All | -22.5% | +20.8% | -43.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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