+232.2%
LHX vs SWK
+0.7%
+231.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.4% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -10.4% | -8.9% | -1.4% | -8.5% |
| 3M | -14.9% | +20.5% | -35.4% | -19.0% |
| 6M | -29.6% | +27.1% | -56.7% | -34.1% |
| YTD | -11.8% | +30.2% | -42.0% | -18.1% |
| 1Y | -5.1% | +24.8% | -29.8% | -11.3% |
| 3Y | +61.3% | +16.3% | +45.0% | +47.8% |
| 5Y | +22.4% | -40.1% | +62.5% | +33.0% |
| 10Y | +232.2% | +0.8% | +231.5% | +171.2% |
| All | +232.2% | +0.7% | +231.6% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling