+2,043.2%
LLY vs SWKS
+33.1%
+2,010.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -4.5% | -6.2% | +1.7% | -3.7% |
| 30D | +13.9% | -1.5% | +15.4% | +14.1% |
| 3M | +13.8% | +23.0% | -9.2% | +10.0% |
| 6M | +37.6% | +27.6% | +10.0% | +31.4% |
| YTD | +26.6% | +32.3% | -5.7% | +19.7% |
| 1Y | +45.3% | +20.1% | +25.2% | +39.2% |
| 3Y | +132.2% | +0.6% | +131.6% | +121.1% |
| 5Y | +434.7% | -42.3% | +477.0% | +446.1% |
| All | +2,043.2% | +33.1% | +2,010.1% | +1,642.7% |
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