+730.4%
SW vs LEN
+624.3%
+106.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | +4.7% | +7.2% | -2.5% | +4.0% |
| 30D | +5.0% | +19.1% | -14.1% | +3.3% |
| 3M | -7.3% | +4.9% | -12.2% | -7.8% |
| 6M | +15.0% | +7.6% | +7.4% | +14.3% |
| YTD | +18.5% | -8.9% | +27.4% | +19.4% |
| 1Y | +27.1% | -22.7% | +49.9% | +29.5% |
| 3Y | +49.3% | -16.8% | +66.1% | +51.2% |
| 5Y | -1.6% | -1.4% | -0.3% | -1.9% |
| 10Y | +185.4% | +160.3% | +25.1% | +168.4% |
| All | +730.4% | +624.3% | +106.1% | +715.1% |
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