+82.0%
LSCC vs SWK
-38.7%
+120.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.4% |
| 7D | +1.3% | -0.4% | +1.8% | +1.6% |
| 30D | -9.7% | -5.7% | -3.9% | -6.4% |
| 3M | -23.7% | +24.1% | -47.8% | -33.7% |
| 6M | +26.5% | +24.7% | +1.8% | +9.3% |
| YTD | +57.5% | +33.9% | +23.6% | +29.0% |
| 1Y | +75.7% | +34.7% | +41.0% | +42.0% |
| 3Y | +19.5% | +15.3% | +4.2% | +1.4% |
| All | +82.0% | -38.7% | +120.8% | +107.7% |
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