-1.5%
LOW vs SWK
+74.6%
-76.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +7.4% | +11.0% | -3.6% | +1.6% |
| 30D | +24.5% | +30.1% | -5.6% | +8.9% |
| 3M | +3.5% | +14.7% | -11.2% | -3.9% |
| 6M | -2.6% | +44.5% | -47.1% | -19.5% |
| YTD | -4.8% | +59.4% | -64.2% | -24.8% |
| All | -1.5% | +74.6% | -76.1% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling