+147.8%
SW vs LEN
+109.8%
+38.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -5.1% | -3.2% | -1.9% | -4.4% |
| 30D | -4.6% | -4.9% | +0.3% | -3.5% |
| 3M | +9.4% | -8.5% | +17.9% | +11.8% |
| 6M | +3.5% | -20.7% | +24.2% | +8.9% |
| YTD | +22.0% | -17.4% | +39.4% | +27.4% |
| 1Y | +2.2% | -38.2% | +40.5% | +12.6% |
| 3Y | +19.6% | -24.9% | +44.5% | +26.1% |
| 5Y | -2.3% | -11.4% | +9.1% | -1.3% |
| All | +147.8% | +109.8% | +38.0% | +93.3% |
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 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