+79.2%
LEN vs TW
+206.7%
-127.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | -4.8% | -4.5% | -0.3% | -3.4% |
| 30D | -6.6% | -2.3% | -4.3% | -6.0% |
| 3M | -15.7% | +2.6% | -18.3% | -17.0% |
| 6M | -16.6% | -17.5% | +0.9% | -12.2% |
| YTD | -21.3% | -5.3% | -16.0% | -21.6% |
| 1Y | -42.0% | -14.8% | -27.3% | -40.1% |
| 3Y | -27.9% | +18.8% | -46.8% | -38.8% |
| 5Y | -10.7% | +20.7% | -31.4% | -26.6% |
| All | +79.2% | +206.7% | -127.5% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling