-22.3%
SWK vs LTH
+184.4%
-206.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | 0.0% |
| 7D | +11.0% | +4.5% | +6.6% | +9.7% |
| 30D | +30.1% | +16.3% | +13.7% | +24.3% |
| 3M | +14.7% | +8.4% | +6.3% | +11.8% |
| 6M | +44.5% | +40.3% | +4.2% | +30.1% |
| YTD | +59.4% | +77.3% | -17.9% | +33.1% |
| 1Y | +77.5% | +88.0% | -10.4% | +45.8% |
| 3Y | +49.5% | +274.3% | -224.8% | -0.7% |
| 5Y | -24.9% | +142.9% | -167.8% | -50.5% |
| All | -22.3% | +184.4% | -206.6% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling