+1,321.8%
LITE vs SWK
+30.0%
+1,291.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.6% | -16.1% | -17.5% |
| 7D | -44.6% | +11.3% | -55.8% | -47.9% |
| 30D | -55.0% | +28.1% | -83.1% | -60.7% |
| 3M | -38.3% | +12.6% | -50.9% | -42.7% |
| 6M | -48.8% | +51.7% | -100.5% | -59.3% |
| YTD | +38.3% | +60.0% | -21.7% | +5.6% |
| 1Y | +119.0% | +72.7% | +46.3% | +60.5% |
| 3Y | +1,092.0% | +46.3% | +1,045.7% | +818.2% |
| 5Y | +446.1% | -24.6% | +470.7% | +457.3% |
| All | +1,321.8% | +30.0% | +1,291.7% | +903.9% |
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