+27.6%
SWKS vs LNT
+140.0%
-112.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +12.5% | -0.1% | +12.6% | +12.5% |
| 30D | +10.5% | -3.2% | +13.7% | +11.8% |
| 3M | -7.4% | -4.1% | -3.3% | -6.5% |
| 6M | +32.7% | -4.6% | +37.2% | +34.2% |
| YTD | +19.2% | +7.0% | +12.2% | +15.2% |
| 1Y | +2.4% | +8.3% | -5.9% | -1.7% |
| 3Y | -25.6% | +51.0% | -76.6% | -38.4% |
| 5Y | -53.4% | +30.2% | -83.6% | -59.6% |
| All | +27.6% | +140.0% | -112.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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