+1,139.5%
SWK vs LUMN
+156.1%
+983.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -7.5% | +2.5% | -10.1% | -8.0% |
| 30D | -12.5% | +10.3% | -22.9% | -14.4% |
| 3M | +8.3% | -18.3% | +26.5% | +12.0% |
| 6M | +23.4% | +4.4% | +19.0% | +20.0% |
| YTD | +23.8% | -10.7% | +34.5% | +22.0% |
| 1Y | +17.0% | +14.0% | +3.1% | +7.1% |
| 3Y | +10.7% | +406.6% | -395.9% | -45.7% |
| 5Y | -42.5% | -36.8% | -5.7% | -52.0% |
| 10Y | -2.0% | -56.2% | +54.2% | -18.7% |
| All | +1,139.5% | +156.1% | +983.3% | +530.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling