-22.5%
LEN vs WTW
+8.6%
-31.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.0% | +4.1% | +6.7% |
| 7D | +10.5% | +4.9% | +5.6% | +9.8% |
| 30D | +24.6% | +17.1% | +7.6% | +22.9% |
| 3M | +6.6% | -0.3% | +7.0% | +5.9% |
| 6M | +10.6% | +30.7% | -20.0% | +9.8% |
| YTD | -8.3% | +3.7% | -12.0% | -8.5% |
| 1Y | -22.5% | +5.9% | -28.4% | -21.4% |
| All | -22.5% | +8.6% | -31.1% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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