+17,561.1%
LLY vs SWK
+1,275.2%
+16,285.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -2.1% | -0.4% | -1.7% | -2.1% |
| 30D | -1.6% | -5.7% | +4.1% | -0.5% |
| 3M | +2.3% | +24.1% | -21.8% | -2.7% |
| 6M | +14.9% | +24.7% | -9.8% | +8.9% |
| YTD | +7.5% | +33.9% | -26.5% | +0.1% |
| 1Y | +55.7% | +34.7% | +21.0% | +44.2% |
| 3Y | +110.6% | +15.3% | +95.3% | +95.8% |
| 5Y | +363.4% | -39.3% | +402.7% | +381.4% |
| 10Y | +1,649.0% | +2.5% | +1,646.5% | +1,419.1% |
| All | +17,561.1% | +1,275.2% | +16,285.9% | +7,464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling