+8,902.0%
SWKS vs LEN
+11,263.3%
-2,361.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | +23.0% | +5.3% | +17.7% | +19.6% |
| 6M | +27.6% | -0.8% | +28.4% | +25.9% |
| YTD | +32.3% | -11.7% | +44.1% | +34.5% |
| 1Y | +20.1% | -24.6% | +44.7% | +28.3% |
| 3Y | +0.6% | -18.7% | +19.3% | +3.3% |
| 5Y | -42.3% | -4.4% | -37.9% | -44.4% |
| 10Y | +35.9% | +152.2% | -116.2% | -9.9% |
| All | +8,902.0% | +11,263.3% | -2,361.3% | +1,965.5% |
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 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