-1.5%
LYB vs SWK
-38.5%
+36.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.6% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +9.5% | -8.9% | +18.4% | +12.9% |
| 3M | +1.3% | +20.5% | -19.2% | -6.7% |
| 6M | -1.7% | +27.1% | -28.8% | -12.7% |
| YTD | +54.1% | +30.2% | +24.0% | +35.3% |
| 1Y | +25.7% | +24.8% | +0.9% | +11.9% |
| 3Y | -20.9% | +16.3% | -37.2% | -30.6% |
| 5Y | -1.5% | -40.1% | +38.6% | +5.7% |
| All | -1.5% | -38.5% | +36.9% | +5.7% |
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 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