+796.3%
LNG vs SWK
+21.9%
+774.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +3.9% |
| 7D | +4.5% | -2.3% | +6.8% | +5.1% |
| 30D | +8.0% | +30.4% | -22.4% | +0.8% |
| 3M | +15.0% | +12.1% | +2.8% | +11.2% |
| 6M | +27.1% | +49.1% | -22.0% | +13.2% |
| YTD | +58.1% | +60.4% | -2.3% | +36.4% |
| 1Y | +45.0% | +78.3% | -33.3% | +21.0% |
| 3Y | +82.6% | +53.3% | +29.3% | +51.4% |
| 5Y | +206.8% | -27.0% | +233.8% | +224.7% |
| 10Y | +796.3% | +20.8% | +775.5% | +576.6% |
| All | +796.3% | +21.9% | +774.4% | +576.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling