+103.0%
LEN vs WTW
+198.0%
-95.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -4.8% | -5.7% | +1.0% | -1.9% |
| 30D | -6.6% | -7.3% | +0.7% | -3.0% |
| 3M | -15.7% | +21.5% | -37.1% | -24.2% |
| 6M | -16.6% | +9.6% | -26.3% | -21.9% |
| YTD | -21.3% | -3.3% | -18.1% | -21.9% |
| 1Y | -42.0% | -6.1% | -35.9% | -41.6% |
| 3Y | -27.9% | +61.8% | -89.8% | -49.5% |
| 5Y | -10.7% | +42.7% | -53.4% | -33.2% |
| All | +103.0% | +198.0% | -95.0% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling