-22.8%
SWK vs LII
+26.8%
-49.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +3.6% | +9.5% | +10.7% |
| 7D | +17.9% | +7.9% | +10.0% | +12.3% |
| 30D | +31.9% | -0.6% | +32.6% | +31.6% |
| 3M | +16.6% | -19.3% | +35.9% | +33.7% |
| 6M | +61.1% | -29.8% | +91.0% | +97.5% |
| YTD | +64.2% | -25.4% | +89.6% | +90.9% |
| 1Y | +85.2% | -26.2% | +111.4% | +117.0% |
| 3Y | +50.2% | -4.5% | +54.7% | +40.3% |
| 5Y | -22.8% | +26.7% | -49.5% | -44.6% |
| All | -22.8% | +26.8% | -49.6% | -44.6% |
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