-14.1%
SWK vs LBRT
-26.4%
+12.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -13.7% | +11.1% | +0.1% |
| 7D | +11.3% | -34.8% | +46.1% | +20.0% |
| 30D | +28.1% | -43.6% | +71.7% | +41.8% |
| 3M | +12.6% | -41.2% | +53.8% | +22.9% |
| 6M | +51.7% | -66.1% | +117.8% | +83.1% |
| YTD | +60.0% | -37.9% | +97.8% | +66.2% |
| 1Y | +72.7% | -33.9% | +106.6% | +76.4% |
| 3Y | +46.3% | -40.9% | +87.2% | +45.9% |
| 5Y | -24.6% | +2.1% | -26.7% | -36.8% |
| All | -14.1% | -26.4% | +12.4% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling