+9.5%
LVS vs SWK
-25.5%
+35.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.1% |
| 7D | +6.7% | +11.3% | -4.6% | +2.5% |
| 30D | +13.8% | +31.5% | -17.7% | +3.0% |
| 3M | -9.5% | +14.4% | -23.9% | -14.0% |
| 6M | -22.0% | +46.4% | -68.4% | -32.9% |
| YTD | -35.7% | +61.6% | -97.3% | -47.2% |
| 1Y | -36.7% | +78.7% | -115.4% | -50.1% |
| 3Y | -8.8% | +54.4% | -63.2% | -28.0% |
| 5Y | +9.5% | -25.3% | +34.8% | +19.2% |
| All | +9.5% | -25.5% | +35.0% | +19.2% |
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