+1,751.4%
LSCC vs SWK
+2.4%
+1,749.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.5% |
| 7D | +1.3% | -0.4% | +1.8% | +1.6% |
| 30D | -9.7% | -5.7% | -3.9% | -6.5% |
| 3M | -23.7% | +24.1% | -47.8% | -33.2% |
| 6M | +26.5% | +24.7% | +1.8% | +10.3% |
| YTD | +57.5% | +33.9% | +23.6% | +30.7% |
| 1Y | +75.7% | +34.7% | +41.0% | +44.0% |
| 3Y | +19.5% | +15.3% | +4.2% | +4.1% |
| 5Y | +83.8% | -39.3% | +123.0% | +120.9% |
| All | +1,751.4% | +2.4% | +1,749.0% | +1,484.4% |
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