+446.3%
LRCX vs SWK
-38.7%
+485.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.6% |
| 7D | +1.9% | -0.4% | +2.4% | +2.1% |
| 30D | +0.1% | -5.7% | +5.8% | +3.1% |
| 3M | -8.5% | +24.1% | -32.6% | -18.2% |
| 6M | +38.1% | +24.7% | +13.4% | +23.0% |
| YTD | +80.1% | +33.9% | +46.1% | +53.6% |
| 1Y | +208.1% | +34.7% | +173.4% | +161.0% |
| 3Y | +350.2% | +15.3% | +334.9% | +290.9% |
| All | +446.3% | -38.7% | +485.1% | +516.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling