-21.4%
LYB vs SWK
+54.9%
-76.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.3% |
| 7D | -8.3% | +11.3% | -19.6% | -11.6% |
| 30D | +0.9% | +31.5% | -30.5% | -7.9% |
| 3M | -2.3% | +14.4% | -16.7% | -6.9% |
| 6M | -13.8% | +46.4% | -60.2% | -25.9% |
| YTD | +44.6% | +61.6% | -17.0% | +16.9% |
| 1Y | +50.6% | +78.7% | -28.1% | +15.7% |
| All | -21.4% | +54.9% | -76.3% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling