+89.7%
LMT vs SWK
-25.5%
+115.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -11.0% | +11.0% | -22.0% | -11.3% |
| 30D | +13.6% | +30.1% | -16.5% | +12.4% |
| 3M | -2.1% | +14.7% | -16.8% | -2.7% |
| 6M | +11.7% | +44.5% | -32.8% | +9.8% |
| YTD | +19.4% | +59.4% | -40.0% | +16.7% |
| 1Y | +24.1% | +77.5% | -53.5% | +20.7% |
| 3Y | +36.2% | +49.5% | -13.3% | +32.7% |
| All | +89.7% | -25.5% | +115.1% | +86.2% |
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