+211.6%
LNG vs SWK
-28.9%
+240.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +1.8% |
| 7D | +10.9% | -2.0% | +12.9% | +11.1% |
| 30D | +8.1% | +24.6% | -16.5% | +6.2% |
| 3M | +15.7% | +10.8% | +4.9% | +14.7% |
| 6M | +27.2% | +46.1% | -18.8% | +22.6% |
| YTD | +60.7% | +56.8% | +3.9% | +53.1% |
| 1Y | +46.3% | +72.7% | -26.4% | +37.5% |
| 3Y | +85.6% | +49.9% | +35.8% | +74.0% |
| 5Y | +211.6% | -30.9% | +242.5% | +242.7% |
| All | +211.6% | -28.9% | +240.4% | +242.7% |
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