+10,402.3%
SWKS vs LH
+1,562.0%
+8,840.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | -6.2% | +1.4% | -7.6% | -6.5% |
| 30D | -1.5% | +17.5% | -19.0% | -5.5% |
| 3M | +23.0% | +16.1% | +6.9% | +18.0% |
| 6M | +27.6% | +43.4% | -15.8% | +15.8% |
| YTD | +32.3% | +47.2% | -14.9% | +19.3% |
| 1Y | +20.1% | +50.1% | -30.0% | +7.8% |
| 3Y | +0.6% | +81.2% | -80.5% | -14.0% |
| 5Y | -42.3% | +63.7% | -106.0% | -49.7% |
| 10Y | +35.9% | +269.2% | -233.2% | -1.7% |
| All | +10,402.3% | +1,562.0% | +8,840.3% | +4,310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling