+181.4%
LMT vs SWK
+2.4%
+179.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -6.3% | -0.4% | -5.8% | -6.2% |
| 30D | -8.5% | -5.7% | -2.8% | -7.6% |
| 3M | +1.8% | +24.1% | -22.2% | -2.5% |
| 6M | -19.9% | +24.7% | -44.6% | -23.8% |
| YTD | +10.6% | +33.9% | -23.4% | +3.6% |
| 1Y | +17.9% | +34.7% | -16.7% | +10.0% |
| 3Y | +27.0% | +15.3% | +11.7% | +18.6% |
| 5Y | +68.7% | -39.3% | +107.9% | +83.6% |
| All | +181.4% | +2.4% | +179.0% | +152.0% |
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