+22.4%
SWK vs LII
+166.2%
-143.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +11.3% | +0.4% | +10.9% | +11.2% |
| 30D | +31.5% | -2.4% | +33.9% | +32.8% |
| 3M | +14.4% | -17.5% | +31.9% | +29.6% |
| 6M | +46.4% | -32.8% | +79.3% | +85.9% |
| YTD | +61.6% | -27.7% | +89.3% | +93.1% |
| 1Y | +78.7% | -28.1% | +106.8% | +114.4% |
| 3Y | +54.4% | -9.7% | +64.1% | +52.8% |
| 5Y | -25.3% | +19.5% | -44.8% | -41.1% |
| 10Y | +22.4% | +170.6% | -148.2% | -37.7% |
| All | +22.4% | +166.2% | -143.8% | -37.7% |
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