+185.0%
LNT vs SWK
+21.9%
+163.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -0.2% | -2.3% | +2.1% | +0.2% |
| 30D | +11.6% | +30.4% | -18.8% | +6.5% |
| 3M | +8.2% | +12.1% | -4.0% | +5.8% |
| 6M | +3.1% | +49.1% | -45.9% | -4.3% |
| YTD | +16.8% | +60.4% | -43.7% | +6.4% |
| 1Y | +11.6% | +78.3% | -66.7% | -0.4% |
| 3Y | +67.4% | +53.3% | +14.1% | +49.6% |
| 5Y | +56.8% | -27.0% | +83.7% | +59.4% |
| 10Y | +185.0% | +20.8% | +164.2% | +144.4% |
| All | +185.0% | +21.9% | +163.2% | +144.4% |
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