+440.7%
LIN vs SWK
+36.2%
+404.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +13.1% | -10.5% | -1.4% |
| 7D | +3.3% | +17.9% | -14.6% | -2.0% |
| 30D | +8.8% | +31.9% | -23.2% | -0.3% |
| 3M | +8.6% | +16.6% | -7.9% | +3.2% |
| 6M | +7.0% | +61.1% | -54.1% | -8.5% |
| YTD | +24.3% | +64.2% | -39.9% | +4.5% |
| 1Y | +27.3% | +85.2% | -58.0% | +2.5% |
| 3Y | +38.9% | +50.2% | -11.3% | +14.0% |
| 5Y | +69.4% | -22.8% | +92.2% | +73.9% |
| 10Y | +440.7% | +35.8% | +405.0% | +317.1% |
| All | +440.7% | +36.2% | +404.5% | +317.1% |
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