-26.9%
LEN vs TW
+20.8%
-47.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | -5.7% | -0.6% | -5.1% | -5.7% |
| 3M | -12.2% | +3.4% | -15.6% | -12.0% |
| 6M | -18.3% | -18.4% | +0.2% | -18.0% |
| YTD | -20.2% | -3.9% | -16.3% | -20.1% |
| 1Y | -40.1% | -13.3% | -26.7% | -39.9% |
| All | -26.9% | +20.8% | -47.7% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling