-42.5%
SWK vs LUMN
-37.8%
-4.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -7.5% | +2.5% | -10.1% | -7.8% |
| 30D | -12.5% | +10.3% | -22.9% | -13.7% |
| 3M | +8.3% | -18.3% | +26.5% | +10.6% |
| 6M | +23.4% | +4.4% | +19.0% | +21.5% |
| YTD | +23.8% | -10.7% | +34.5% | +22.9% |
| 1Y | +17.0% | +14.0% | +3.1% | +11.3% |
| 3Y | +10.7% | +406.6% | -395.9% | -28.9% |
| All | -42.5% | -37.8% | -4.6% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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