+23.7%
LUV vs SWK
+32.9%
-9.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | +2.8% |
| 7D | +5.3% | +10.7% | -5.4% | +0.3% |
| 30D | +11.1% | +33.3% | -22.2% | -3.1% |
| 3M | -1.1% | +14.7% | -15.8% | -7.5% |
| 6M | +13.1% | +48.5% | -35.4% | -6.4% |
| YTD | +13.5% | +63.9% | -50.4% | -10.8% |
| 1Y | +45.2% | +80.4% | -35.2% | +9.0% |
| 3Y | +111.4% | +58.1% | +53.3% | +60.4% |
| 5Y | -0.9% | -24.5% | +23.6% | +3.3% |
| 10Y | +23.7% | +29.5% | -5.8% | -1.7% |
| All | +23.7% | +32.9% | -9.2% | -1.7% |
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 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