+722.5%
SW vs LEN
+601.7%
+120.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.7% |
| 7D | +2.3% | +2.1% | +0.3% | +2.1% |
| 30D | +6.8% | +16.6% | -9.8% | +5.3% |
| 3M | -5.2% | +5.3% | -10.5% | -5.7% |
| 6M | +7.4% | -0.8% | +8.2% | +7.5% |
| YTD | +17.4% | -11.7% | +29.1% | +18.6% |
| 1Y | +27.1% | -24.6% | +51.7% | +29.8% |
| 3Y | +47.9% | -18.7% | +66.5% | +50.1% |
| 5Y | -2.6% | -4.4% | +1.9% | -2.6% |
| 10Y | +182.7% | +152.2% | +30.5% | +166.6% |
| All | +722.5% | +601.7% | +120.8% | +709.7% |
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