+205.2%
LMT vs SWK
+26.9%
+178.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.8% |
| 7D | -5.6% | +11.3% | -16.9% | -7.6% |
| 30D | +18.4% | +31.5% | -13.1% | +12.4% |
| 3M | +0.6% | +14.4% | -13.8% | -2.1% |
| 6M | +20.6% | +46.4% | -25.8% | +11.6% |
| YTD | +27.0% | +61.6% | -34.6% | +14.7% |
| 1Y | +36.9% | +78.7% | -41.9% | +21.0% |
| 3Y | +46.9% | +54.4% | -7.5% | +29.2% |
| 5Y | +104.2% | -25.3% | +129.5% | +113.2% |
| 10Y | +205.2% | +22.4% | +182.8% | +165.0% |
| All | +205.2% | +26.9% | +178.3% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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