+23.6%
SWKS vs LEN
-27.0%
+50.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.2% | +0.8% |
| 7D | -3.1% | +0.7% | -3.8% | -3.4% |
| 30D | +8.3% | +13.0% | -4.7% | +5.2% |
| 3M | +20.2% | +1.9% | +18.3% | +19.0% |
| 6M | +24.9% | -0.7% | +25.7% | +23.9% |
| YTD | +33.2% | -13.8% | +47.0% | +35.5% |
| 1Y | +23.6% | -28.1% | +51.7% | +33.4% |
| All | +23.6% | -27.0% | +50.6% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling