+423.5%
LIN vs SWK
+30.0%
+393.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.1% |
| 7D | +3.6% | +11.3% | -7.7% | +0.1% |
| 30D | +6.4% | +28.1% | -21.7% | -1.6% |
| 3M | +6.5% | +12.6% | -6.1% | +2.3% |
| 6M | +4.9% | +51.7% | -46.9% | -8.7% |
| YTD | +23.4% | +60.0% | -36.5% | +4.6% |
| 1Y | +26.3% | +72.7% | -46.4% | +4.1% |
| 3Y | +38.0% | +46.3% | -8.3% | +14.2% |
| 5Y | +68.0% | -24.6% | +92.6% | +73.6% |
| All | +423.5% | +30.0% | +393.5% | +315.5% |
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 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