-24.6%
SWK vs LPLA
+79.1%
-103.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -1.8% |
| 7D | +11.3% | +7.6% | +3.6% | +9.6% |
| 30D | +28.1% | -9.5% | +37.6% | +30.5% |
| 3M | +12.6% | -16.3% | +28.9% | +16.4% |
| 6M | +51.7% | -8.0% | +59.7% | +53.0% |
| YTD | +60.0% | -15.5% | +75.5% | +63.8% |
| 1Y | +72.7% | -19.4% | +92.0% | +78.9% |
| 3Y | +46.3% | +39.7% | +6.6% | +29.0% |
| 5Y | -24.6% | +83.0% | -107.6% | -42.4% |
| All | -24.6% | +79.1% | -103.7% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling