-53.0%
SWKS vs LH
+31.5%
-84.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.2% |
| 7D | +12.5% | -2.5% | +15.0% | +13.9% |
| 30D | +10.5% | +4.3% | +6.2% | +8.0% |
| 3M | -7.4% | +25.5% | -32.9% | -18.3% |
| 6M | +32.7% | +17.0% | +15.7% | +21.5% |
| YTD | +19.2% | +31.3% | -12.1% | +2.5% |
| 1Y | +2.4% | +20.0% | -17.6% | -8.1% |
| 3Y | -25.6% | +63.9% | -89.5% | -44.2% |
| All | -53.0% | +31.5% | -84.5% | -65.0% |
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