+41.6%
LVS vs SWK
+319.8%
-278.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +2.1% |
| 7D | +11.4% | +11.3% | +0.1% | +3.5% |
| 30D | +13.6% | +28.1% | -14.5% | -3.9% |
| 3M | -10.0% | +12.6% | -22.6% | -17.6% |
| 6M | -20.6% | +51.7% | -72.3% | -41.5% |
| YTD | -35.5% | +60.0% | -95.5% | -55.1% |
| 1Y | -32.9% | +72.7% | -105.6% | -56.0% |
| 3Y | -10.3% | +46.3% | -56.6% | -40.4% |
| 5Y | +3.1% | -24.6% | +27.7% | +2.9% |
| 10Y | -11.4% | +32.2% | -43.7% | -53.5% |
| All | +41.6% | +319.8% | -278.2% | -80.0% |
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