+7,700.9%
LHX vs SWK
+1,275.2%
+6,425.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -2.0% | -0.4% | -1.5% | -1.9% |
| 30D | -9.9% | -5.7% | -4.2% | -8.4% |
| 3M | -16.5% | +24.1% | -40.6% | -22.6% |
| 6M | -29.6% | +24.7% | -54.3% | -35.3% |
| YTD | -11.6% | +33.9% | -45.5% | -20.8% |
| 1Y | -4.1% | +34.7% | -38.8% | -14.7% |
| 3Y | +53.3% | +15.3% | +38.0% | +36.1% |
| 5Y | +22.3% | -39.3% | +61.5% | +28.6% |
| 10Y | +231.9% | +2.5% | +229.4% | +168.7% |
| All | +7,700.9% | +1,275.2% | +6,425.8% | +2,470.3% |
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