+0.6%
SWKS vs LEN
-18.1%
+18.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +2.2% |
| 7D | -6.2% | +2.1% | -8.2% | -7.1% |
| 30D | -1.5% | +16.6% | -18.1% | -7.2% |
| 3M | +23.0% | +5.3% | +17.7% | +19.5% |
| 6M | +27.6% | -0.8% | +28.4% | +26.1% |
| YTD | +32.3% | -11.7% | +44.1% | +35.4% |
| 1Y | +20.1% | -24.6% | +44.7% | +31.2% |
| 3Y | +0.6% | -18.7% | +19.3% | -7.6% |
| All | +0.6% | -18.1% | +18.8% | -7.6% |
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