+5.3%
LVS vs SWK
-25.5%
+30.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +11.1% | +11.0% | 0.0% | +6.9% |
| 30D | +14.7% | +30.1% | -15.4% | +4.3% |
| 3M | -10.9% | +14.7% | -25.6% | -15.5% |
| 6M | -22.3% | +44.5% | -66.8% | -32.8% |
| YTD | -35.8% | +59.4% | -95.2% | -47.0% |
| 1Y | -33.5% | +77.5% | -111.0% | -47.4% |
| 3Y | -11.7% | +49.5% | -61.2% | -29.3% |
| All | +5.3% | -25.5% | +30.7% | +13.5% |
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