+303.5%
LOW vs SWK
+29.6%
+273.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +7.4% | +11.0% | -3.6% | +1.9% |
| 30D | +24.5% | +30.1% | -5.6% | +9.5% |
| 3M | +3.5% | +14.7% | -11.2% | -3.4% |
| 6M | -2.6% | +44.5% | -47.1% | -19.1% |
| YTD | -4.8% | +59.4% | -64.2% | -25.2% |
| 1Y | -0.8% | +77.5% | -78.3% | -26.2% |
| 3Y | +22.8% | +49.5% | -26.6% | -5.6% |
| 5Y | +5.3% | -24.9% | +30.2% | +11.1% |
| All | +303.5% | +29.6% | +273.9% | +197.0% |
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