+202.1%
LMT vs SWKS
+37.5%
+164.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | -8.5% | -2.7% | -5.8% | -8.3% |
| 30D | +15.4% | +8.5% | +6.9% | +14.5% |
| 3M | +0.7% | +17.3% | -16.6% | -1.4% |
| 6M | +17.6% | +25.1% | -7.5% | +13.6% |
| YTD | +23.8% | +33.3% | -9.5% | +18.1% |
| 1Y | +31.6% | +22.9% | +8.7% | +26.7% |
| 3Y | +44.0% | +5.5% | +38.5% | +36.7% |
| 5Y | +98.8% | -41.9% | +140.7% | +104.1% |
| 10Y | +202.1% | +32.4% | +169.7% | +153.6% |
| All | +202.1% | +37.5% | +164.6% | +153.6% |
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