+134.1%
LLY vs SWKS
-1.9%
+135.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.6% |
| 7D | -0.7% | -9.2% | +8.5% | +0.1% |
| 30D | +17.9% | -1.9% | +19.8% | +18.1% |
| 3M | +16.8% | +21.2% | -4.4% | +14.5% |
| 6M | +38.4% | +12.9% | +25.6% | +35.9% |
| YTD | +27.6% | +30.7% | -3.1% | +22.8% |
| 1Y | +48.3% | +14.1% | +34.2% | +44.4% |
| All | +134.1% | -1.9% | +135.9% | +124.0% |
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