-14.0%
LVS vs SWK
+32.9%
-46.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.6% |
| 7D | +5.2% | +10.7% | -5.5% | +0.3% |
| 30D | +12.0% | +33.3% | -21.3% | -1.8% |
| 3M | -11.5% | +14.7% | -26.2% | -17.2% |
| 6M | -23.2% | +48.5% | -71.8% | -36.9% |
| YTD | -36.7% | +63.9% | -100.6% | -50.9% |
| 1Y | -36.8% | +80.4% | -117.2% | -53.3% |
| 3Y | -10.5% | +58.1% | -68.7% | -33.8% |
| 5Y | +5.1% | -24.5% | +29.6% | +10.2% |
| 10Y | -14.0% | +29.5% | -43.4% | -29.6% |
| All | -14.0% | +32.9% | -46.8% | -29.6% |
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