+13.3%
SHW vs LEN
-3.3%
+16.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | +0.4% |
| 7D | +0.7% | -8.7% | +9.4% | +5.5% |
| 30D | +8.4% | +11.6% | -3.1% | +2.7% |
| 3M | -2.2% | -1.3% | -1.0% | -1.4% |
| 6M | +13.3% | -1.4% | +14.8% | +12.6% |
| All | +13.3% | -3.3% | +16.6% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling