-10.4%
LEN vs WTW
+42.0%
-52.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -4.8% | -5.7% | +1.0% | -2.7% |
| 30D | -6.6% | -7.3% | +0.7% | -4.1% |
| 3M | -15.7% | +21.5% | -37.1% | -21.8% |
| 6M | -16.6% | +9.6% | -26.3% | -20.1% |
| YTD | -21.3% | -3.3% | -18.1% | -21.0% |
| 1Y | -42.0% | -6.1% | -35.9% | -41.0% |
| 3Y | -27.9% | +61.8% | -89.8% | -47.8% |
| All | -10.4% | +42.0% | -52.4% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling