-11.6%
LVS vs SWK
+29.6%
-41.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +11.1% | +11.0% | 0.0% | +5.8% |
| 30D | +14.7% | +30.1% | -15.4% | +1.7% |
| 3M | -10.9% | +14.7% | -25.6% | -16.7% |
| 6M | -22.3% | +44.5% | -66.8% | -35.4% |
| YTD | -35.8% | +59.4% | -95.2% | -49.6% |
| 1Y | -33.5% | +77.5% | -111.0% | -50.5% |
| 3Y | -11.7% | +49.5% | -61.2% | -32.9% |
| 5Y | +2.6% | -24.9% | +27.5% | +7.6% |
| All | -11.6% | +29.6% | -41.1% | -26.8% |
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 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