+32.4%
SWKS vs LEN
+166.0%
-133.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.5% |
| 7D | -2.7% | +0.6% | -3.4% | -3.3% |
| 30D | +8.5% | +19.4% | -10.9% | +0.2% |
| 3M | +17.3% | +4.5% | +12.8% | +13.6% |
| 6M | +25.1% | +4.9% | +20.2% | +20.2% |
| YTD | +33.3% | -8.9% | +42.3% | +34.3% |
| 1Y | +22.9% | -23.0% | +45.9% | +32.5% |
| 3Y | +5.5% | -16.7% | +22.2% | +7.0% |
| 5Y | -41.9% | -4.5% | -37.4% | -46.0% |
| 10Y | +32.4% | +162.2% | -129.7% | -24.4% |
| All | +32.4% | +166.0% | -133.6% | -24.4% |
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