+30.5%
SWKS vs LSCC
+1,155.2%
-1,124.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.6% | +6.5% | +1.9% |
| 7D | -9.2% | -4.8% | -4.4% | -7.9% |
| 30D | -1.9% | -27.1% | +25.2% | +11.5% |
| 3M | +21.2% | -23.6% | +44.8% | +34.1% |
| 6M | +12.9% | -19.8% | +32.7% | +20.2% |
| YTD | +30.7% | +33.2% | -2.5% | +6.5% |
| 1Y | +14.1% | +55.2% | -41.1% | -14.0% |
| 3Y | -1.7% | +70.1% | -71.8% | -34.6% |
| 5Y | -43.0% | +19.5% | -62.5% | -58.2% |
| All | +30.5% | +1,155.2% | -1,124.6% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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