-37.7%
SWKS vs LEN
-7.9%
-29.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.3% | +6.1% |
| 7D | +5.7% | -6.4% | +12.0% | +8.5% |
| 30D | +17.3% | +15.6% | +1.7% | +9.0% |
| 3M | +28.3% | -0.8% | +29.0% | +26.6% |
| 6M | +26.1% | +0.4% | +25.7% | +22.9% |
| YTD | +41.1% | -14.1% | +55.2% | +45.9% |
| 1Y | +31.4% | -29.6% | +61.1% | +49.5% |
| 3Y | +7.3% | -23.1% | +30.4% | +10.1% |
| 5Y | -37.7% | -8.9% | -28.8% | -45.9% |
| All | -37.7% | -7.9% | -29.8% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling