+72.7%
SWK vs LH
+41.7%
+31.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | -2.0% | +2.5% | -4.4% | -3.3% |
| 30D | +24.6% | +18.7% | +5.9% | +13.4% |
| 3M | +10.8% | +15.3% | -4.6% | +2.3% |
| 6M | +46.1% | +45.4% | +0.7% | +14.7% |
| YTD | +56.8% | +49.5% | +7.3% | +15.4% |
| 1Y | +72.7% | +41.4% | +31.3% | +39.2% |
| All | +72.7% | +41.7% | +31.1% | +39.2% |
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