-6.0%
LHX vs SWK
+22.8%
-28.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.8% |
| 7D | -3.7% | -4.6% | +0.8% | -3.2% |
| 30D | -13.2% | -9.9% | -3.3% | -12.1% |
| 3M | -18.4% | +15.4% | -33.8% | -20.4% |
| 6M | -32.0% | +25.0% | -56.9% | -34.8% |
| YTD | -13.6% | +27.2% | -40.9% | -17.7% |
| 1Y | -6.0% | +24.6% | -30.6% | -8.5% |
| All | -6.0% | +22.8% | -28.8% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling