+32.4%
SWKS vs LPLA
+892.4%
-860.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | -0.4% |
| 7D | -2.7% | +2.3% | -5.0% | -3.7% |
| 30D | +8.5% | -7.7% | +16.2% | +10.6% |
| 3M | +17.3% | -15.7% | +33.0% | +23.0% |
| 6M | +25.1% | +0.8% | +24.3% | +21.5% |
| YTD | +33.3% | -14.2% | +47.6% | +36.2% |
| 1Y | +22.9% | -17.9% | +40.8% | +27.7% |
| 3Y | +5.5% | +36.1% | -30.5% | -13.8% |
| 5Y | -41.9% | +90.3% | -132.2% | -60.8% |
| 10Y | +32.4% | +841.0% | -808.5% | -43.9% |
| All | +32.4% | +892.4% | -860.0% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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