+69.6%
LSCC vs SWK
+87.6%
-18.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.1% | -11.8% | -4.9% |
| 7D | +3.0% | +17.9% | -14.9% | -5.6% |
| 30D | -19.3% | +31.9% | -51.2% | -30.9% |
| 3M | -22.3% | +16.6% | -38.8% | -28.5% |
| 6M | -14.6% | +61.1% | -75.7% | -35.3% |
| YTD | +45.8% | +64.2% | -18.4% | +3.5% |
| 1Y | +69.6% | +85.2% | -15.6% | +15.2% |
| All | +69.6% | +87.6% | -18.0% | +15.2% |
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