+30.7%
LSCC vs SWK
-24.2%
+54.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.1% | -11.8% | -6.6% |
| 7D | +3.0% | +17.9% | -14.9% | -7.7% |
| 30D | -19.3% | +31.9% | -51.2% | -33.0% |
| 3M | -22.3% | +16.6% | -38.8% | -30.3% |
| 6M | -14.6% | +61.1% | -75.7% | -37.8% |
| YTD | +45.8% | +64.2% | -18.4% | +3.7% |
| 1Y | +69.6% | +85.2% | -15.6% | +11.4% |
| 3Y | +86.1% | +50.2% | +35.9% | +32.8% |
| 5Y | +30.7% | -22.8% | +53.5% | +32.0% |
| All | +30.7% | -24.2% | +54.9% | +32.0% |
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