+8,156.3%
LHX vs SWK
+1,582.6%
+6,573.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +3.6% |
| 7D | -2.7% | +10.7% | -13.4% | -6.3% |
| 30D | +14.5% | +33.3% | -18.8% | +4.1% |
| 3M | -4.9% | +14.7% | -19.5% | -9.5% |
| 6M | -8.6% | +48.5% | -57.1% | -20.5% |
| YTD | -6.4% | +63.9% | -70.3% | -21.8% |
| 1Y | -5.1% | +80.4% | -85.5% | -23.3% |
| 3Y | +59.1% | +58.1% | +0.9% | +27.2% |
| 5Y | +33.4% | -24.5% | +57.9% | +30.4% |
| 10Y | +223.3% | +29.5% | +193.9% | +141.3% |
| All | +8,156.3% | +1,582.6% | +6,573.7% | +2,436.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling