-53.0%
SWKS vs LII
+25.3%
-78.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.4% | +3.0% |
| 7D | +12.5% | -0.7% | +13.2% | +12.8% |
| 30D | +10.5% | -12.6% | +23.1% | +18.0% |
| 3M | -7.4% | -24.4% | +17.0% | +4.4% |
| 6M | +32.7% | -28.7% | +61.4% | +52.5% |
| YTD | +19.2% | -19.1% | +38.3% | +27.1% |
| 1Y | +2.4% | -29.7% | +32.1% | +17.4% |
| 3Y | -25.6% | +4.8% | -30.4% | -32.8% |
| All | -53.0% | +25.3% | -78.3% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling