+1,178.8%
LNG vs SWK
+1,084.7%
+94.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +3.4% | -0.4% | +3.9% | +3.6% |
| 30D | +14.9% | -5.7% | +20.6% | +17.2% |
| 3M | +21.4% | +24.1% | -2.7% | +10.3% |
| 6M | +17.8% | +24.7% | -6.9% | +5.3% |
| YTD | +51.3% | +33.9% | +17.3% | +30.8% |
| 1Y | +24.4% | +34.7% | -10.2% | +6.2% |
| 3Y | +79.7% | +15.3% | +64.4% | +52.5% |
| 5Y | +241.3% | -39.3% | +280.6% | +258.7% |
| 10Y | +603.1% | +2.5% | +600.7% | +437.4% |
| All | +1,178.8% | +1,084.7% | +94.1% | +140.0% |
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