-41.7%
SWKS vs LTH
+184.4%
-226.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.6% |
| 7D | -6.2% | +4.5% | -10.6% | -7.4% |
| 30D | -1.5% | +16.3% | -17.8% | -5.8% |
| 3M | +23.0% | +8.4% | +14.6% | +19.8% |
| 6M | +27.6% | +40.3% | -12.7% | +15.1% |
| YTD | +32.3% | +77.3% | -45.0% | +10.0% |
| 1Y | +20.1% | +88.0% | -67.8% | -2.0% |
| 3Y | +0.6% | +274.3% | -273.6% | -35.9% |
| 5Y | -42.3% | +142.9% | -185.2% | -63.1% |
| All | -41.7% | +184.4% | -226.0% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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