+57.3%
LLY vs SWKS
+14.2%
+43.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.8% |
| 7D | +10.1% | -4.9% | +15.0% | +10.3% |
| 30D | +24.0% | -1.2% | +25.2% | +24.1% |
| 3M | +27.3% | +24.2% | +3.1% | +24.9% |
| 6M | +47.0% | +21.5% | +25.5% | +42.9% |
| YTD | +32.6% | +33.5% | -0.9% | +22.5% |
| 1Y | +57.3% | +18.9% | +38.4% | +45.9% |
| All | +57.3% | +14.2% | +43.2% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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