+338.5%
SHW vs LEN
+136.8%
+201.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | 0.0% |
| 7D | +0.7% | -8.7% | +9.4% | +4.3% |
| 30D | +8.4% | +11.6% | -3.1% | +3.8% |
| 3M | -2.2% | -1.3% | -1.0% | -2.2% |
| 6M | +13.3% | -1.4% | +14.8% | +13.3% |
| YTD | +9.2% | -16.9% | +26.1% | +16.0% |
| 1Y | +2.9% | -31.2% | +34.1% | +16.9% |
| 3Y | +41.1% | -25.6% | +66.7% | +52.2% |
| 5Y | +11.0% | -13.3% | +24.2% | +9.9% |
| All | +338.5% | +136.8% | +201.7% | +190.8% |
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