+313.3%
LOW vs SWK
+32.9%
+280.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.5% | +2.0% |
| 7D | +6.4% | +10.7% | -4.3% | +1.1% |
| 30D | +25.6% | +33.3% | -7.8% | +9.1% |
| 3M | +4.6% | +14.7% | -10.1% | -2.4% |
| 6M | +2.5% | +48.5% | -46.0% | -16.0% |
| YTD | -1.6% | +63.9% | -65.5% | -23.7% |
| 1Y | +1.7% | +80.4% | -78.7% | -24.8% |
| 3Y | +29.4% | +58.1% | -28.7% | -3.2% |
| 5Y | +9.6% | -24.5% | +34.1% | +15.6% |
| 10Y | +313.3% | +29.5% | +283.8% | +202.6% |
| All | +313.3% | +32.9% | +280.4% | +202.6% |
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