-24.6%
SWK vs LII
+22.0%
-46.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -0.7% |
| 7D | +11.3% | +0.2% | +11.1% | +11.4% |
| 30D | +28.1% | -4.6% | +32.7% | +31.4% |
| 3M | +12.6% | -21.7% | +34.2% | +31.7% |
| 6M | +51.7% | -32.8% | +84.5% | +91.5% |
| YTD | +60.0% | -27.5% | +87.5% | +89.6% |
| 1Y | +72.7% | -28.0% | +100.6% | +105.6% |
| 3Y | +46.3% | -7.2% | +53.5% | +39.4% |
| 5Y | -24.6% | +22.6% | -47.2% | -44.3% |
| All | -24.6% | +22.0% | -46.6% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling