+60.8%
LNT vs SWK
+46.5%
+14.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.1% | -0.2% |
| 7D | +4.7% | +11.3% | -6.6% | +3.4% |
| 30D | +13.0% | +28.1% | -15.1% | +10.0% |
| 3M | +5.4% | +12.6% | -7.2% | +3.9% |
| 6M | +2.0% | +51.7% | -49.7% | -2.6% |
| YTD | +16.5% | +60.0% | -43.5% | +10.2% |
| 1Y | +13.3% | +72.7% | -59.4% | +6.2% |
| All | +60.8% | +46.5% | +14.3% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling