-11.7%
LVS vs SWK
+46.0%
-57.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +11.1% | +11.0% | 0.0% | +7.3% |
| 30D | +14.7% | +30.1% | -15.4% | +5.4% |
| 3M | -10.9% | +14.7% | -25.6% | -15.0% |
| 6M | -22.3% | +44.5% | -66.8% | -31.8% |
| YTD | -35.8% | +59.4% | -95.2% | -46.0% |
| 1Y | -33.5% | +77.5% | -111.0% | -46.3% |
| 3Y | -11.7% | +49.5% | -61.2% | -29.8% |
| All | -11.7% | +46.0% | -57.7% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling