+29.2%
SWK vs LII
+167.2%
-138.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -0.6% |
| 7D | +11.3% | +0.2% | +11.1% | +11.4% |
| 30D | +28.1% | -4.6% | +32.7% | +31.5% |
| 3M | +12.6% | -21.7% | +34.2% | +32.1% |
| 6M | +51.7% | -32.8% | +84.5% | +92.5% |
| YTD | +60.0% | -27.5% | +87.5% | +90.8% |
| 1Y | +72.7% | -28.0% | +100.6% | +106.9% |
| 3Y | +46.3% | -7.2% | +53.5% | +42.0% |
| 5Y | -24.6% | +22.6% | -47.2% | -41.6% |
| All | +29.2% | +167.2% | -138.0% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling