+80.6%
LULU vs SWK
+17.8%
+62.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.5% | -1.8% |
| 7D | -6.5% | -2.0% | -4.6% | -5.7% |
| 30D | +10.7% | +24.6% | -13.9% | +0.4% |
| 3M | -13.6% | +10.8% | -24.4% | -17.7% |
| 6M | -16.5% | +46.1% | -62.6% | -30.1% |
| YTD | -49.7% | +56.8% | -106.6% | -59.5% |
| 1Y | -38.9% | +72.7% | -111.6% | -52.8% |
| 3Y | -74.7% | +49.9% | -124.6% | -80.2% |
| 5Y | -76.9% | -30.9% | -46.0% | -75.5% |
| All | +80.6% | +17.8% | +62.8% | +35.9% |
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