+89.8%
LSCC vs SWK
+50.4%
+39.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.1% | -11.8% | -6.9% |
| 7D | +3.0% | +17.9% | -14.9% | -8.0% |
| 30D | -19.3% | +31.9% | -51.2% | -33.5% |
| 3M | -22.3% | +16.6% | -38.8% | -30.6% |
| 6M | -14.6% | +61.1% | -75.7% | -38.8% |
| YTD | +45.8% | +64.2% | -18.4% | +1.4% |
| 1Y | +69.6% | +85.2% | -15.6% | +8.1% |
| All | +89.8% | +50.4% | +39.4% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling