-12.3%
SWK vs LCID
-97.1%
+84.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.6% | +9.0% | -1.2% |
| 7D | +11.3% | -6.9% | +18.1% | +12.2% |
| 30D | +28.1% | -28.4% | +56.5% | +32.7% |
| 3M | +12.6% | -55.5% | +68.1% | +22.7% |
| 6M | +51.7% | -52.3% | +104.0% | +61.1% |
| YTD | +60.0% | -71.8% | +131.8% | +78.8% |
| 1Y | +72.7% | -82.7% | +155.4% | +103.4% |
| 3Y | +46.3% | -93.5% | +139.9% | +81.9% |
| 5Y | -24.6% | -99.3% | +74.7% | +1.4% |
| All | -12.3% | -97.1% | +84.8% | +23.1% |
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