-12.1%
LEN vs TW
+41.2%
-53.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -5.8% | +3.9% | -9.7% | -6.4% |
| 30D | +13.7% | +19.9% | -6.2% | +10.2% |
| 3M | -3.9% | +25.9% | -29.8% | -7.7% |
| 6M | -0.4% | +21.1% | -21.5% | -3.9% |
| YTD | -16.8% | +23.9% | -40.8% | -20.8% |
| 1Y | -29.5% | +21.2% | -50.7% | -32.5% |
| 3Y | -25.6% | +44.8% | -70.4% | -38.0% |
| All | -12.1% | +41.2% | -53.4% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling