+27.6%
SWKS vs LH
+190.8%
-163.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.3% |
| 7D | +12.5% | -2.5% | +15.0% | +14.1% |
| 30D | +10.5% | +4.3% | +6.2% | +7.7% |
| 3M | -7.4% | +25.5% | -32.9% | -19.5% |
| 6M | +32.7% | +17.0% | +15.7% | +20.1% |
| YTD | +19.2% | +31.3% | -12.1% | +0.9% |
| 1Y | +2.4% | +20.0% | -17.6% | -9.3% |
| 3Y | -25.6% | +63.9% | -89.5% | -45.8% |
| 5Y | -53.4% | +30.9% | -84.3% | -62.1% |
| All | +27.6% | +190.8% | -163.2% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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