+32.4%
SWKS vs LH
+259.5%
-227.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | 0.0% |
| 7D | -2.7% | +4.6% | -7.3% | -5.3% |
| 30D | +8.5% | +19.1% | -10.6% | -2.2% |
| 3M | +17.3% | +16.7% | +0.5% | +6.5% |
| 6M | +25.1% | +47.0% | -21.9% | -1.3% |
| YTD | +33.3% | +49.3% | -16.0% | +4.0% |
| 1Y | +22.9% | +48.6% | -25.7% | -4.0% |
| 3Y | +5.5% | +87.8% | -82.3% | -29.4% |
| 5Y | -41.9% | +65.0% | -106.9% | -59.1% |
| 10Y | +32.4% | +275.0% | -242.6% | -40.2% |
| All | +32.4% | +259.5% | -227.0% | -40.2% |
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