+50.0%
SWK vs LII
-6.9%
+56.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -0.8% |
| 7D | +11.3% | +0.2% | +11.1% | +11.4% |
| 30D | +28.1% | -4.6% | +32.7% | +31.1% |
| 3M | +12.6% | -21.7% | +34.2% | +30.1% |
| 6M | +51.7% | -32.8% | +84.5% | +88.0% |
| YTD | +60.0% | -27.5% | +87.5% | +86.7% |
| 1Y | +72.7% | -28.0% | +100.6% | +102.3% |
| All | +50.0% | -6.9% | +56.9% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling