+34.1%
LMT vs SWK
+74.4%
-40.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.3% |
| 7D | +5.1% | -1.4% | +6.5% | +5.1% |
| 30D | +14.1% | +25.5% | -11.3% | +14.1% |
| 3M | +0.3% | +11.8% | -11.5% | +0.5% |
| 6M | +16.1% | +48.7% | -32.6% | +15.1% |
| YTD | +25.5% | +57.2% | -31.7% | +25.2% |
| 1Y | +34.1% | +75.3% | -41.1% | +36.5% |
| All | +34.1% | +74.4% | -40.2% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling