+30.0%
LIN vs SWK
+15.2%
+14.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.1% |
| 7D | -2.1% | -0.4% | -1.7% | -2.1% |
| 30D | -2.4% | -5.7% | +3.3% | -1.5% |
| 3M | -5.6% | +24.1% | -29.6% | -9.0% |
| 6M | -3.4% | +24.7% | -28.1% | -7.2% |
| YTD | +13.1% | +33.9% | -20.8% | +6.9% |
| 1Y | +2.5% | +34.7% | -32.2% | -3.5% |
| All | +30.0% | +15.2% | +14.9% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling