+57.3%
LLY vs SWK
+87.6%
-30.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.1% | -12.5% | -1.2% |
| 7D | +10.1% | +17.9% | -7.8% | +7.4% |
| 30D | +24.0% | +31.9% | -7.9% | +19.3% |
| 3M | +27.3% | +16.6% | +10.7% | +24.4% |
| 6M | +47.0% | +61.1% | -14.2% | +34.8% |
| YTD | +32.6% | +64.2% | -31.6% | +18.8% |
| 1Y | +57.3% | +85.2% | -27.9% | +37.8% |
| All | +57.3% | +87.6% | -30.3% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling