+26.1%
LYB vs SWK
+22.8%
+3.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | -0.1% |
| 7D | -3.1% | -4.6% | +1.5% | -3.1% |
| 30D | +4.0% | -9.9% | +13.9% | +4.0% |
| 3M | +2.4% | +15.4% | -13.0% | +0.9% |
| 6M | -1.4% | +25.0% | -26.4% | -3.2% |
| YTD | +53.9% | +27.2% | +26.7% | +47.6% |
| 1Y | +26.1% | +24.6% | +1.5% | +19.7% |
| All | +26.1% | +22.8% | +3.2% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling