+51.9%
SWK vs LH
+86.5%
-34.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -1.4% | +1.1% | -2.4% | -2.0% |
| 30D | +25.5% | +16.7% | +8.7% | +13.9% |
| 3M | +11.8% | +15.1% | -3.3% | +2.1% |
| 6M | +48.7% | +46.3% | +2.4% | +15.5% |
| YTD | +57.2% | +48.8% | +8.4% | +20.4% |
| 1Y | +75.3% | +39.7% | +35.6% | +40.1% |
| 3Y | +51.9% | +87.0% | -35.1% | -6.5% |
| All | +51.9% | +86.5% | -34.5% | -6.5% |
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