+17.5%
SWK vs LH
+64.2%
-46.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.7% |
| 7D | -0.4% | -2.5% | +2.0% | +1.1% |
| 30D | -5.7% | +4.3% | -10.1% | -8.2% |
| 3M | +24.1% | +25.5% | -1.5% | +7.3% |
| 6M | +24.7% | +17.0% | +7.7% | +12.7% |
| YTD | +33.9% | +31.3% | +2.7% | +12.4% |
| 1Y | +34.7% | +20.0% | +14.7% | +19.0% |
| All | +17.5% | +64.2% | -46.7% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling