-25.2%
SWKS vs LEN
-24.6%
-0.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.9% |
| 7D | +12.5% | -3.2% | +15.7% | +13.8% |
| 30D | +10.5% | -4.9% | +15.4% | +12.3% |
| 3M | -7.4% | -8.5% | +1.1% | -4.8% |
| 6M | +32.7% | -20.7% | +53.3% | +43.4% |
| YTD | +19.2% | -17.4% | +36.6% | +25.8% |
| 1Y | +2.4% | -38.2% | +40.6% | +21.8% |
| All | -25.2% | -24.6% | -0.6% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling