+32.1%
SWKS vs LEN
+148.4%
-116.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +2.5% |
| 7D | -6.2% | +2.1% | -8.2% | -7.4% |
| 30D | -1.5% | +16.6% | -18.1% | -8.2% |
| 3M | +23.0% | +5.3% | +17.7% | +18.7% |
| 6M | +27.6% | -0.8% | +28.4% | +25.4% |
| YTD | +32.3% | -11.7% | +44.1% | +35.0% |
| 1Y | +20.1% | -24.6% | +44.7% | +30.6% |
| 3Y | +0.6% | -18.7% | +19.3% | +3.1% |
| 5Y | -42.3% | -4.4% | -37.9% | -46.4% |
| All | +32.1% | +148.4% | -116.3% | -22.2% |
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