+1,612.0%
LLY vs SWKS
+23.7%
+1,588.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.4% |
| 7D | -2.1% | +12.5% | -14.7% | -3.7% |
| 30D | -1.6% | +10.5% | -12.1% | -3.0% |
| 3M | +2.3% | -7.4% | +9.7% | +2.9% |
| 6M | +14.9% | +32.7% | -17.8% | +9.4% |
| YTD | +7.5% | +19.2% | -11.7% | +3.5% |
| 1Y | +55.7% | +2.4% | +53.3% | +52.7% |
| 3Y | +110.6% | -25.6% | +136.2% | +110.6% |
| 5Y | +363.4% | -53.4% | +416.9% | +392.0% |
| All | +1,612.0% | +23.7% | +1,588.3% | +1,290.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling