+1,117.3%
LNG vs SWK
+1,309.7%
-192.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -15.9% | +11.0% | -26.9% | -19.7% |
| 30D | +2.1% | +30.1% | -27.9% | -8.2% |
| 3M | +4.8% | +14.7% | -9.8% | -1.5% |
| 6M | +6.8% | +44.5% | -37.7% | -9.3% |
| YTD | +44.0% | +59.4% | -15.4% | +15.6% |
| 1Y | +34.9% | +77.5% | -42.6% | +3.3% |
| 3Y | +67.3% | +49.5% | +17.9% | +27.7% |
| 5Y | +170.1% | -24.9% | +195.0% | +159.8% |
| 10Y | +693.0% | +31.8% | +661.3% | +443.5% |
| All | +1,117.3% | +1,309.7% | -192.4% | +112.0% |
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