+29.5%
SWK vs LH
+259.5%
-230.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +1.9% |
| 7D | +10.7% | +4.6% | +6.1% | +7.6% |
| 30D | +33.3% | +19.1% | +14.2% | +18.3% |
| 3M | +14.7% | +16.7% | -2.1% | +2.7% |
| 6M | +48.5% | +47.0% | +1.5% | +13.1% |
| YTD | +63.9% | +49.3% | +14.6% | +23.2% |
| 1Y | +80.4% | +48.6% | +31.8% | +36.1% |
| 3Y | +58.1% | +87.8% | -29.7% | 0.0% |
| 5Y | -24.5% | +65.0% | -89.5% | -48.9% |
| 10Y | +29.5% | +275.0% | -245.5% | -50.7% |
| All | +29.5% | +259.5% | -230.0% | -50.7% |
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