+36.0%
LHX vs SWK
-30.7%
+66.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +4.8% | -1.4% | +6.2% | +5.0% |
| 30D | +14.7% | +25.5% | -10.8% | +11.7% |
| 3M | -5.1% | +11.8% | -16.9% | -6.5% |
| 6M | -9.9% | +48.7% | -58.6% | -14.3% |
| YTD | -6.1% | +57.2% | -63.3% | -11.5% |
| 1Y | -4.0% | +75.3% | -79.3% | -10.7% |
| 3Y | +56.9% | +51.9% | +5.0% | +45.4% |
| All | +36.0% | -30.7% | +66.7% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling