+173.2%
LNT vs SWK
+32.9%
+140.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.6% |
| 7D | +0.6% | +10.7% | -10.1% | -1.2% |
| 30D | +12.4% | +33.3% | -20.9% | +6.9% |
| 3M | +6.7% | +14.7% | -8.0% | +4.0% |
| 6M | +3.9% | +48.5% | -44.6% | -3.4% |
| YTD | +16.5% | +63.9% | -47.4% | +5.9% |
| 1Y | +12.5% | +80.4% | -67.9% | +0.3% |
| 3Y | +66.9% | +58.1% | +8.8% | +48.4% |
| 5Y | +56.1% | -24.5% | +80.6% | +57.6% |
| 10Y | +173.2% | +29.5% | +143.7% | +143.4% |
| All | +173.2% | +32.9% | +140.3% | +143.4% |
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