+85.2%
SWK vs LTH
+84.0%
+1.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +6.3% | +6.8% | +10.6% |
| 7D | +17.9% | +9.9% | +8.0% | +13.9% |
| 30D | +31.9% | +18.3% | +13.6% | +24.0% |
| 3M | +16.6% | +5.9% | +10.6% | +14.0% |
| 6M | +61.1% | +80.3% | -19.2% | +28.4% |
| YTD | +64.2% | +78.3% | -14.1% | +29.8% |
| 1Y | +85.2% | +81.0% | +4.2% | +44.7% |
| All | +85.2% | +84.0% | +1.2% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling