+107.6%
LMT vs SWK
-26.0%
+133.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.2% |
| 7D | +2.5% | -2.3% | +4.8% | +2.6% |
| 30D | +19.2% | +30.4% | -11.2% | +17.9% |
| 3M | +2.7% | +12.1% | -9.5% | +2.2% |
| 6M | +20.6% | +49.1% | -28.5% | +18.4% |
| YTD | +28.4% | +60.4% | -32.0% | +25.5% |
| 1Y | +36.9% | +78.3% | -41.4% | +33.1% |
| 3Y | +48.5% | +53.3% | -4.8% | +44.6% |
| 5Y | +107.6% | -27.0% | +134.6% | +106.4% |
| All | +107.6% | -26.0% | +133.6% | +106.4% |
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