+23.4%
SHW vs LEN
-25.9%
+49.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.6% | -0.6% |
| 7D | -1.2% | -2.9% | +1.7% | +0.1% |
| 30D | -11.6% | -8.9% | -2.7% | -8.0% |
| 3M | +9.1% | -10.9% | +20.0% | +14.5% |
| 6M | -0.7% | -19.7% | +19.0% | +8.4% |
| YTD | +1.4% | -20.6% | +21.9% | +10.9% |
| 1Y | -12.3% | -42.4% | +30.2% | +9.0% |
| 3Y | +23.4% | -26.5% | +49.9% | +29.8% |
| All | +23.4% | -25.9% | +49.3% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling