+8,007.1%
SWKS vs LEN
+10,533.4%
-2,526.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.9% |
| 7D | +12.5% | -3.2% | +15.7% | +13.7% |
| 30D | +10.5% | -4.9% | +15.4% | +12.2% |
| 3M | -7.4% | -8.5% | +1.1% | -5.1% |
| 6M | +32.7% | -20.7% | +53.3% | +41.5% |
| YTD | +19.2% | -17.4% | +36.6% | +25.0% |
| 1Y | +2.4% | -38.2% | +40.6% | +17.4% |
| 3Y | -25.6% | -24.9% | -0.7% | -21.1% |
| 5Y | -53.4% | -11.4% | -42.0% | -53.6% |
| 10Y | +23.2% | +110.0% | -86.9% | -12.7% |
| All | +8,007.1% | +10,533.4% | -2,526.3% | +1,819.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling