+50.0%
SWK vs LH
+78.8%
-28.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.8% |
| 7D | +11.3% | -1.3% | +12.6% | +12.3% |
| 30D | +28.1% | +16.6% | +11.5% | +16.4% |
| 3M | +12.6% | +16.0% | -3.4% | +2.2% |
| 6M | +51.7% | +42.0% | +9.7% | +20.0% |
| YTD | +60.0% | +45.9% | +14.1% | +24.0% |
| 1Y | +72.7% | +46.4% | +26.3% | +33.6% |
| All | +50.0% | +78.8% | -28.8% | -4.2% |
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