+183.3%
LMT vs SWKS
+25.6%
+157.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -5.0% | -1.8% |
| 7D | -6.3% | +12.5% | -18.8% | -7.5% |
| 30D | -8.5% | +10.5% | -19.0% | -9.5% |
| 3M | +1.8% | -7.4% | +9.2% | +2.3% |
| 6M | -19.9% | +32.7% | -52.6% | -23.4% |
| YTD | +10.6% | +19.2% | -8.6% | +7.1% |
| 1Y | +17.9% | +2.4% | +15.6% | +16.1% |
| 3Y | +27.0% | -25.6% | +52.6% | +27.0% |
| 5Y | +68.7% | -53.4% | +122.1% | +79.4% |
| All | +183.3% | +25.6% | +157.8% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling