+30.0%
LIN vs SWKS
-25.5%
+55.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.3% |
| 7D | -2.1% | +12.5% | -14.6% | -3.3% |
| 30D | -2.4% | +10.5% | -12.9% | -3.5% |
| 3M | -5.6% | -7.4% | +1.8% | -4.9% |
| 6M | -3.4% | +32.7% | -36.1% | -7.5% |
| YTD | +13.1% | +19.2% | -6.1% | +9.6% |
| 1Y | +2.5% | +2.4% | +0.1% | +1.0% |
| All | +30.0% | -25.5% | +55.5% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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