+21,462.4%
SHW vs LEN
+10,606.4%
+10,856.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.9% | -5.8% | +7.7% | +3.3% |
| 30D | +8.1% | +13.7% | -5.7% | +4.8% |
| 3M | -2.8% | -3.9% | +1.1% | -2.1% |
| 6M | +15.0% | -0.4% | +15.4% | +14.9% |
| YTD | +9.0% | -16.8% | +25.8% | +13.4% |
| 1Y | +4.5% | -29.5% | +34.0% | +12.8% |
| 3Y | +41.9% | -25.6% | +67.4% | +49.7% |
| 5Y | +10.7% | -13.2% | +24.0% | +11.7% |
| 10Y | +340.4% | +138.5% | +201.9% | +241.5% |
| All | +21,462.4% | +10,606.4% | +10,856.0% | +7,298.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling