+755.0%
SW vs LEN
+556.7%
+198.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -5.1% | -3.2% | -1.9% | -4.8% |
| 30D | -4.6% | -4.9% | +0.3% | -4.1% |
| 3M | +9.4% | -8.5% | +17.9% | +10.3% |
| 6M | +3.5% | -20.7% | +24.2% | +5.6% |
| YTD | +22.0% | -17.4% | +39.4% | +24.1% |
| 1Y | +2.2% | -38.2% | +40.5% | +6.1% |
| 3Y | +19.6% | -24.9% | +44.5% | +22.3% |
| 5Y | -2.3% | -11.4% | +9.1% | -1.6% |
| 10Y | +181.4% | +110.0% | +71.3% | +167.7% |
| All | +755.0% | +556.7% | +198.3% | +747.5% |
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