+99.9%
LMT vs SWK
-30.7%
+130.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.3% |
| 7D | +5.1% | -1.4% | +6.5% | +5.2% |
| 30D | +14.1% | +25.5% | -11.3% | +13.0% |
| 3M | +0.3% | +11.8% | -11.5% | -0.2% |
| 6M | +16.1% | +48.7% | -32.6% | +13.9% |
| YTD | +25.5% | +57.2% | -31.7% | +22.7% |
| 1Y | +34.1% | +75.3% | -41.1% | +30.5% |
| 3Y | +45.1% | +51.9% | -6.9% | +41.2% |
| All | +99.9% | -30.7% | +130.5% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling