+77.5%
SWK vs LH
+49.6%
+28.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | +11.0% | +1.4% | +9.6% | +10.2% |
| 30D | +30.1% | +17.5% | +12.6% | +19.6% |
| 3M | +14.7% | +16.1% | -1.4% | +5.8% |
| 6M | +44.5% | +43.4% | +1.1% | +16.3% |
| YTD | +59.4% | +47.2% | +12.2% | +24.9% |
| 1Y | +77.5% | +50.1% | +27.4% | +38.6% |
| All | +77.5% | +49.6% | +28.0% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling