-9.5%
LVS vs SWK
+18.1%
-27.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -0.8% | -1.4% | +0.5% | -0.3% |
| 30D | +10.0% | +25.5% | -15.5% | -1.0% |
| 3M | -11.0% | +11.8% | -22.8% | -15.8% |
| 6M | -20.1% | +48.7% | -68.8% | -34.5% |
| YTD | -36.3% | +57.2% | -93.5% | -49.7% |
| 1Y | -36.8% | +75.3% | -112.1% | -52.8% |
| 3Y | -9.5% | +51.9% | -61.5% | -31.9% |
| 5Y | +9.3% | -30.7% | +40.0% | +19.8% |
| All | -9.5% | +18.1% | -27.6% | -27.4% |
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