-25.2%
SWKS vs LSCC
+20.0%
-45.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.7% |
| 7D | +12.5% | +1.3% | +11.2% | +11.9% |
| 30D | +10.5% | -9.7% | +20.2% | +15.1% |
| 3M | -7.4% | -23.7% | +16.3% | +2.7% |
| 6M | +32.7% | +26.5% | +6.2% | +16.8% |
| YTD | +19.2% | +57.5% | -38.4% | -6.3% |
| 1Y | +2.4% | +75.7% | -73.3% | -23.9% |
| All | -25.2% | +20.0% | -45.3% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling