-11.3%
LVS vs SWK
+21.9%
-33.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -1.3% | -2.3% | +1.0% | -0.3% |
| 30D | +12.2% | +30.4% | -18.2% | -0.7% |
| 3M | -11.3% | +12.1% | -23.4% | -16.2% |
| 6M | -21.6% | +49.1% | -70.7% | -35.7% |
| YTD | -36.6% | +60.4% | -97.0% | -50.4% |
| 1Y | -38.4% | +78.3% | -116.7% | -54.3% |
| 3Y | -10.2% | +53.3% | -63.5% | -32.6% |
| 5Y | +9.4% | -27.0% | +36.4% | +16.7% |
| 10Y | -11.3% | +20.8% | -32.1% | -29.4% |
| All | -11.3% | +21.9% | -33.2% | -29.4% |
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