-37.0%
SWKS vs LH
+54.4%
-91.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +10.9% | +2.5% | +8.4% | +9.5% |
| 30D | +17.6% | +18.7% | -1.1% | +7.8% |
| 3M | +29.2% | +15.3% | +13.9% | +19.6% |
| 6M | +37.0% | +45.4% | -8.4% | +11.7% |
| YTD | +44.9% | +49.5% | -4.6% | +16.2% |
| 1Y | +33.8% | +41.4% | -7.6% | +10.6% |
| 3Y | +10.2% | +87.6% | -77.4% | -23.0% |
| 5Y | -37.0% | +53.8% | -90.8% | -56.9% |
| All | -37.0% | +54.4% | -91.4% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling