+144.6%
LLY vs SWKS
+4.2%
+140.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +1.6% | -3.1% | +4.8% | +1.9% |
| 30D | +21.5% | +8.3% | +13.1% | +20.7% |
| 3M | +16.4% | +20.2% | -3.8% | +14.3% |
| 6M | +51.5% | +24.9% | +26.6% | +47.3% |
| YTD | +33.9% | +33.2% | +0.8% | +28.7% |
| 1Y | +49.1% | +23.6% | +25.5% | +44.2% |
| 3Y | +144.6% | +1.3% | +143.4% | +144.9% |
| All | +144.6% | +4.2% | +140.4% | +144.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling