+40.9%
LVS vs SWK
+318.3%
-277.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +11.1% | +11.0% | 0.0% | +3.3% |
| 30D | +14.7% | +30.1% | -15.4% | -4.0% |
| 3M | -10.9% | +14.7% | -25.6% | -19.4% |
| 6M | -22.3% | +44.5% | -66.8% | -40.9% |
| YTD | -35.8% | +59.4% | -95.2% | -55.2% |
| 1Y | -33.5% | +77.5% | -111.0% | -57.2% |
| 3Y | -11.7% | +49.5% | -61.2% | -42.3% |
| 5Y | +2.6% | -24.9% | +27.5% | +2.7% |
| 10Y | -11.9% | +31.8% | -43.6% | -53.6% |
| All | +40.9% | +318.3% | -277.4% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling