+3,155.8%
LNT vs SWK
+1,275.2%
+1,880.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -0.1% | -0.4% | +0.4% | 0.0% |
| 30D | -3.2% | -5.7% | +2.5% | -2.1% |
| 3M | -4.1% | +24.1% | -28.1% | -8.2% |
| 6M | -4.6% | +24.7% | -29.3% | -9.2% |
| YTD | +7.0% | +33.9% | -26.9% | +0.2% |
| 1Y | +8.3% | +34.7% | -26.4% | +0.9% |
| 3Y | +51.0% | +15.3% | +35.7% | +41.3% |
| 5Y | +30.2% | -39.3% | +69.4% | +34.9% |
| 10Y | +143.6% | +2.5% | +141.1% | +115.4% |
| All | +3,155.8% | +1,275.2% | +1,880.7% | +1,706.3% |
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