-5.8%
LOW vs SWK
+15.2%
-21.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -7.0% | -5.7% | -1.3% | -4.8% |
| 3M | -0.9% | +24.1% | -24.9% | -9.5% |
| 6M | -20.1% | +24.7% | -44.8% | -27.5% |
| YTD | -13.9% | +33.9% | -47.8% | -24.1% |
| 1Y | -21.1% | +34.7% | -55.8% | -31.0% |
| All | -5.8% | +15.2% | -21.0% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling