+1,471.0%
LYV vs SWK
+230.1%
+1,240.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.9% | +0.4% |
| 7D | -3.8% | -0.7% | -3.1% | -3.4% |
| 30D | -5.7% | -9.7% | +4.1% | +0.2% |
| 3M | +6.9% | +19.5% | -12.6% | -5.3% |
| 6M | +9.2% | +26.0% | -16.8% | -7.3% |
| YTD | +19.6% | +29.1% | -9.4% | -0.8% |
| 1Y | +0.6% | +23.7% | -23.1% | -15.8% |
| 3Y | +110.6% | +15.3% | +95.3% | +66.3% |
| 5Y | +96.6% | -40.6% | +137.2% | +126.1% |
| 10Y | +546.4% | -0.1% | +546.5% | +337.6% |
| All | +1,471.0% | +230.1% | +1,240.8% | +218.1% |
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