+12,181.1%
LMT vs SWK
+1,536.3%
+10,644.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -11.0% | +11.0% | -22.0% | -13.2% |
| 30D | +13.6% | +30.1% | -16.5% | +7.1% |
| 3M | -2.1% | +14.7% | -16.8% | -5.4% |
| 6M | +11.7% | +44.5% | -32.8% | +2.3% |
| YTD | +19.4% | +59.4% | -40.0% | +6.3% |
| 1Y | +24.1% | +77.5% | -53.5% | +7.7% |
| 3Y | +36.2% | +49.5% | -13.3% | +18.3% |
| 5Y | +90.7% | -24.9% | +115.6% | +88.1% |
| 10Y | +212.5% | +31.8% | +180.7% | +157.5% |
| All | +12,181.1% | +1,536.3% | +10,644.7% | +5,055.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling