-24.6%
SWK vs LTH
+155.3%
-180.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.3% | -2.8% |
| 7D | +11.3% | +5.3% | +6.0% | +9.6% |
| 30D | +28.1% | +18.3% | +9.8% | +21.7% |
| 3M | +12.6% | +5.4% | +7.2% | +10.6% |
| 6M | +51.7% | +62.5% | -10.8% | +30.3% |
| YTD | +60.0% | +79.6% | -19.7% | +32.6% |
| 1Y | +72.7% | +88.1% | -15.5% | +41.3% |
| 3Y | +46.3% | +272.5% | -226.2% | -3.5% |
| 5Y | -24.6% | +146.1% | -170.8% | -50.7% |
| All | -24.6% | +155.3% | -180.0% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling