-25.3%
SWK vs LH
+62.5%
-87.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.2% |
| 3M | +14.7% | +16.1% | -1.4% | +3.8% |
| 6M | +44.5% | +43.4% | +1.1% | +13.2% |
| YTD | +59.4% | +47.2% | +12.2% | +22.5% |
| 1Y | +77.5% | +50.1% | +27.4% | +34.7% |
| 3Y | +49.5% | +81.2% | -31.7% | -1.4% |
| All | -25.3% | +62.5% | -87.8% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling