+1,672.7%
SWK vs LH
+1,547.2%
+125.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | +11.3% | -1.3% | +12.6% | +11.6% |
| 30D | +28.1% | +16.6% | +11.5% | +24.5% |
| 3M | +12.6% | +16.0% | -3.4% | +9.4% |
| 6M | +51.7% | +42.0% | +9.7% | +41.9% |
| YTD | +60.0% | +45.9% | +14.1% | +48.9% |
| 1Y | +72.7% | +46.4% | +26.3% | +60.7% |
| 3Y | +46.3% | +79.0% | -32.7% | +31.5% |
| 5Y | -24.6% | +62.3% | -86.9% | -31.1% |
| 10Y | +32.2% | +265.9% | -233.6% | +7.6% |
| All | +1,672.7% | +1,547.2% | +125.5% | +1,081.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling