-43.6%
SWKS vs LEN
-4.6%
-39.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +2.5% |
| 7D | -6.2% | +2.1% | -8.2% | -7.4% |
| 30D | -1.5% | +16.6% | -18.1% | -8.6% |
| 3M | +23.0% | +5.3% | +17.7% | +18.5% |
| 6M | +27.6% | -0.8% | +28.4% | +25.3% |
| YTD | +32.3% | -11.7% | +44.1% | +35.4% |
| 1Y | +20.1% | -24.6% | +44.7% | +32.3% |
| 3Y | +0.6% | -18.7% | +19.3% | +0.7% |
| All | -43.6% | -4.6% | -39.0% | -52.0% |
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