+20.8%
SWK vs LPLA
+797.0%
-776.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.2% |
| 7D | -2.3% | -3.2% | +0.9% | -1.0% |
| 30D | +30.4% | -8.6% | +39.1% | +34.4% |
| 3M | +12.1% | -18.7% | +30.8% | +20.7% |
| 6M | +49.1% | +4.5% | +44.5% | +42.8% |
| YTD | +60.4% | -15.3% | +75.8% | +66.1% |
| 1Y | +78.3% | -19.9% | +98.2% | +89.1% |
| 3Y | +53.3% | +33.4% | +19.9% | +21.1% |
| 5Y | -27.0% | +87.4% | -114.4% | -55.5% |
| 10Y | +20.8% | +800.4% | -779.6% | -62.7% |
| All | +20.8% | +797.0% | -776.2% | -62.7% |
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