-34.7%
SWK vs LTH
+160.9%
-195.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | -5.7% | -4.6% | -1.1% | -4.5% |
| 3M | +24.1% | +32.8% | -8.7% | +13.8% |
| 6M | +24.7% | +64.6% | -39.9% | +6.7% |
| YTD | +33.9% | +62.6% | -28.7% | +14.9% |
| 1Y | +34.7% | +49.9% | -15.3% | +18.1% |
| 3Y | +15.3% | +151.3% | -136.1% | -14.8% |
| All | -34.7% | +160.9% | -195.6% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling