+190.4%
LMT vs SWK
+18.1%
+172.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | +5.1% | -1.4% | +6.5% | +5.4% |
| 30D | +14.1% | +25.5% | -11.3% | +9.3% |
| 3M | +0.3% | +11.8% | -11.5% | -2.1% |
| 6M | +16.1% | +48.7% | -32.6% | +7.1% |
| YTD | +25.5% | +57.2% | -31.7% | +13.8% |
| 1Y | +34.1% | +75.3% | -41.1% | +18.9% |
| 3Y | +45.1% | +51.9% | -6.9% | +27.8% |
| 5Y | +100.9% | -30.7% | +131.7% | +114.3% |
| All | +190.4% | +18.1% | +172.3% | +148.8% |
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