+609.5%
LITE vs SWK
-24.2%
+633.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +13.1% | -21.0% | -13.4% |
| 7D | -31.4% | +17.9% | -49.3% | -37.0% |
| 30D | -42.6% | +31.9% | -74.5% | -50.1% |
| 3M | -26.2% | +16.6% | -42.8% | -32.2% |
| 6M | -35.8% | +61.1% | -96.9% | -49.7% |
| YTD | +70.0% | +64.2% | +5.8% | +30.2% |
| 1Y | +232.7% | +85.2% | +147.5% | +140.5% |
| 3Y | +1,365.7% | +50.2% | +1,315.5% | +1,020.3% |
| 5Y | +609.5% | -22.8% | +632.3% | +543.8% |
| All | +609.5% | -24.2% | +633.7% | +543.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling