+28.7%
SWK vs LPLA
+902.8%
-874.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | +11.0% | +4.1% | +6.9% | +9.4% |
| 30D | +30.1% | -9.0% | +39.1% | +34.3% |
| 3M | +14.7% | -17.6% | +32.3% | +22.6% |
| 6M | +44.5% | -8.8% | +53.3% | +46.7% |
| YTD | +59.4% | -17.0% | +76.4% | +66.4% |
| 1Y | +77.5% | -20.4% | +97.9% | +88.7% |
| 3Y | +49.5% | +35.4% | +14.0% | +17.0% |
| 5Y | -24.9% | +79.7% | -104.6% | -53.2% |
| All | +28.7% | +902.8% | -874.0% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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