+20,870.5%
LLY vs SWK
+1,542.3%
+19,328.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -3.2% |
| 7D | -0.7% | +11.3% | -11.9% | -3.0% |
| 30D | +17.9% | +28.1% | -10.2% | +11.8% |
| 3M | +16.8% | +12.6% | +4.2% | +13.6% |
| 6M | +38.4% | +51.7% | -13.3% | +26.0% |
| YTD | +27.6% | +60.0% | -32.4% | +14.3% |
| 1Y | +48.3% | +72.7% | -24.3% | +30.6% |
| 3Y | +145.4% | +46.3% | +99.0% | +116.9% |
| 5Y | +438.9% | -24.6% | +463.5% | +434.0% |
| 10Y | +2,101.6% | +32.2% | +2,069.4% | +1,706.9% |
| All | +20,870.5% | +1,542.3% | +19,328.2% | +8,537.3% |
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