+30.5%
SWKS vs LII
+167.2%
-136.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.8% | -0.7% |
| 7D | -9.2% | +0.2% | -9.4% | -9.4% |
| 30D | -1.9% | -4.6% | +2.7% | -0.4% |
| 3M | +21.2% | -21.7% | +42.9% | +35.5% |
| 6M | +12.9% | -32.8% | +45.7% | +33.5% |
| YTD | +30.7% | -27.5% | +58.3% | +46.3% |
| 1Y | +14.1% | -28.0% | +42.1% | +28.0% |
| 3Y | -1.7% | -7.2% | +5.5% | -5.6% |
| 5Y | -43.0% | +22.6% | -65.6% | -54.6% |
| All | +30.5% | +167.2% | -136.6% | -30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling