+5.2%
LVS vs SWK
-38.7%
+44.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -1.5% | -0.4% | -1.0% | -1.3% |
| 30D | -3.2% | -5.7% | +2.5% | -1.2% |
| 3M | -12.0% | +24.1% | -36.0% | -19.3% |
| 6M | -19.9% | +24.7% | -44.6% | -27.1% |
| YTD | -30.6% | +33.9% | -64.6% | -38.9% |
| 1Y | -17.7% | +34.7% | -52.4% | -28.2% |
| 3Y | -14.2% | +15.3% | -29.5% | -24.1% |
| All | +5.2% | -38.7% | +44.0% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling