+81.0%
LEN vs TW
+211.4%
-130.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -2.9% |
| 7D | -2.9% | -3.5% | +0.6% | -1.8% |
| 30D | -8.9% | +0.5% | -9.4% | -9.1% |
| 3M | -10.9% | +4.9% | -15.8% | -13.0% |
| 6M | -19.7% | -17.1% | -2.6% | -15.5% |
| YTD | -20.6% | -3.9% | -16.7% | -21.2% |
| 1Y | -42.4% | -13.3% | -29.2% | -40.8% |
| 3Y | -26.5% | +20.9% | -47.5% | -38.0% |
| 5Y | -10.9% | +20.5% | -31.4% | -26.6% |
| All | +81.0% | +211.4% | -130.5% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling