+162.3%
LNT vs SWK
+29.6%
+132.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +1.4% | +11.0% | -9.6% | -0.5% |
| 30D | +12.3% | +30.1% | -17.8% | +7.2% |
| 3M | +5.3% | +14.7% | -9.3% | +2.7% |
| 6M | +2.0% | +44.5% | -42.5% | -4.7% |
| YTD | +15.3% | +59.4% | -44.1% | +5.3% |
| 1Y | +12.3% | +77.5% | -65.2% | +0.4% |
| 3Y | +59.1% | +49.5% | +9.6% | +43.1% |
| 5Y | +51.7% | -24.9% | +76.6% | +53.1% |
| All | +162.3% | +29.6% | +132.7% | +141.6% |
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