-31.8%
LVS vs SWK
+87.6%
-119.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +13.1% | -6.6% | +3.4% |
| 7D | +13.4% | +17.9% | -4.5% | +9.2% |
| 30D | +12.2% | +31.9% | -19.8% | +5.7% |
| 3M | -10.7% | +16.6% | -27.3% | -14.0% |
| 6M | -19.8% | +61.1% | -81.0% | -28.5% |
| YTD | -35.8% | +64.2% | -100.0% | -43.1% |
| 1Y | -31.8% | +85.2% | -117.0% | -41.7% |
| All | -31.8% | +87.6% | -119.4% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling