+2,224.6%
LRCX vs SWK
+29.6%
+2,195.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.4% |
| 7D | -16.2% | +11.0% | -27.2% | -22.0% |
| 30D | -39.2% | +30.1% | -69.2% | -48.9% |
| 3M | -34.4% | +14.7% | -49.0% | -40.6% |
| 6M | -32.4% | +44.5% | -76.9% | -46.6% |
| YTD | +17.4% | +59.4% | -41.9% | -13.4% |
| 1Y | +24.2% | +77.5% | -53.4% | -14.3% |
| 3Y | +221.6% | +49.5% | +172.1% | +130.8% |
| 5Y | +245.2% | -24.9% | +270.1% | +269.2% |
| All | +2,224.6% | +29.6% | +2,195.0% | +1,714.0% |
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