-13.8%
SWK vs LCID
-97.1%
+83.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.2% | +9.4% | +1.3% |
| 7D | -1.4% | -10.2% | +8.8% | -0.3% |
| 30D | +25.5% | -10.2% | +35.6% | +26.5% |
| 3M | +11.8% | -54.1% | +65.9% | +21.1% |
| 6M | +48.7% | -53.8% | +102.5% | +58.1% |
| YTD | +57.2% | -72.0% | +129.2% | +75.4% |
| 1Y | +75.3% | -80.5% | +155.8% | +103.4% |
| 3Y | +51.9% | -92.6% | +144.5% | +86.3% |
| 5Y | -30.7% | -99.3% | +68.6% | -7.0% |
| All | -13.8% | -97.1% | +83.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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