+18.9%
SWKS vs LII
-26.0%
+44.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.6% | -6.5% | -3.7% |
| 7D | -4.9% | +7.9% | -12.9% | -6.6% |
| 30D | -1.2% | -0.6% | -0.6% | -1.5% |
| 3M | +24.2% | -19.3% | +43.5% | +31.2% |
| 6M | +21.5% | -29.8% | +51.3% | +31.7% |
| YTD | +33.5% | -25.4% | +58.9% | +38.8% |
| 1Y | +18.9% | -26.2% | +45.1% | +24.0% |
| All | +18.9% | -26.0% | +44.9% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling