+273.5%
SHW vs LEN
+103.6%
+169.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.4% |
| 7D | -4.5% | -7.8% | +3.3% | -1.5% |
| 30D | -12.7% | -11.0% | -1.7% | -8.7% |
| 3M | +4.7% | -12.8% | +17.5% | +10.2% |
| 6M | -3.4% | -20.2% | +16.8% | +4.9% |
| YTD | -1.3% | -23.0% | +21.7% | +8.4% |
| 1Y | -10.4% | -41.8% | +31.5% | +8.8% |
| 3Y | +20.1% | -28.8% | +48.9% | +32.2% |
| 5Y | +10.5% | -12.6% | +23.1% | +9.8% |
| All | +273.5% | +103.6% | +169.9% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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