+1,147.2%
LSCC vs SWK
+30.0%
+1,117.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.6% | -6.0% | -7.1% |
| 7D | -4.8% | +11.3% | -16.1% | -11.1% |
| 30D | -27.1% | +28.1% | -55.2% | -37.8% |
| 3M | -23.6% | +12.6% | -36.2% | -29.7% |
| 6M | -19.8% | +51.7% | -71.5% | -38.4% |
| YTD | +33.2% | +60.0% | -26.7% | -1.6% |
| 1Y | +55.2% | +72.7% | -17.4% | +9.2% |
| 3Y | +70.1% | +46.3% | +23.8% | +27.9% |
| 5Y | +19.5% | -24.6% | +44.1% | +25.3% |
| All | +1,147.2% | +30.0% | +1,117.2% | +886.2% |
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 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