+12.9%
LUV vs SWK
+0.7%
+12.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.1% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | -17.4% | -8.9% | -8.5% | -13.7% |
| 3M | -4.9% | +20.5% | -25.4% | -12.9% |
| 6M | -5.7% | +27.1% | -32.8% | -16.1% |
| YTD | -5.2% | +30.2% | -35.4% | -16.8% |
| 1Y | +24.1% | +24.8% | -0.6% | +10.7% |
| 3Y | +39.6% | +16.3% | +23.3% | +22.4% |
| 5Y | -12.5% | -40.1% | +27.6% | +1.8% |
| 10Y | +12.9% | +0.8% | +12.2% | -1.6% |
| All | +12.9% | +0.7% | +12.3% | -1.6% |
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 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