+292.5%
LOW vs SWK
+17.8%
+274.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -0.7% |
| 7D | +0.1% | -2.0% | +2.0% | +1.1% |
| 30D | +21.3% | +24.6% | -3.3% | +8.9% |
| 3M | +6.0% | +10.8% | -4.8% | +0.6% |
| 6M | +2.6% | +46.1% | -43.5% | -15.3% |
| YTD | -3.6% | +56.8% | -60.4% | -23.6% |
| 1Y | -1.0% | +72.7% | -73.7% | -25.3% |
| 3Y | +24.2% | +49.9% | -25.7% | -4.7% |
| 5Y | +6.3% | -30.9% | +37.2% | +17.4% |
| All | +292.5% | +17.8% | +274.7% | +194.3% |
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 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