+54.0%
SWK vs LII
-4.2%
+58.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +3.6% | +9.5% | +10.9% |
| 7D | +17.9% | +7.9% | +10.0% | +12.8% |
| 30D | +31.9% | -0.6% | +32.6% | +31.6% |
| 3M | +16.6% | -19.3% | +35.9% | +32.3% |
| 6M | +61.1% | -29.8% | +91.0% | +94.2% |
| YTD | +64.2% | -25.4% | +89.6% | +88.2% |
| 1Y | +85.2% | -26.2% | +111.4% | +113.8% |
| All | +54.0% | -4.2% | +58.2% | +46.2% |
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