+101.4%
LUV vs SWK
+46.0%
+55.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +4.8% | +11.0% | -6.3% | -0.5% |
| 30D | +6.5% | +30.1% | -23.5% | -6.1% |
| 3M | -4.9% | +14.7% | -19.5% | -11.1% |
| 6M | +8.1% | +44.5% | -36.4% | -9.4% |
| YTD | +9.0% | +59.4% | -50.4% | -13.0% |
| 1Y | +43.6% | +77.5% | -33.9% | +9.4% |
| 3Y | +101.4% | +49.5% | +51.9% | +47.8% |
| All | +101.4% | +46.0% | +55.4% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling