+22.2%
SWK vs LH
+261.9%
-239.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | -1.4% | +1.1% | -2.4% | -2.1% |
| 30D | +25.5% | +16.7% | +8.7% | +12.8% |
| 3M | +11.8% | +15.1% | -3.3% | +1.1% |
| 6M | +48.7% | +46.3% | +2.4% | +13.6% |
| YTD | +57.2% | +48.8% | +8.4% | +18.5% |
| 1Y | +75.3% | +39.7% | +35.6% | +38.1% |
| 3Y | +51.9% | +87.0% | -35.1% | -3.7% |
| 5Y | -30.7% | +53.0% | -83.7% | -50.6% |
| All | +22.2% | +261.9% | -239.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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