-41.3%
SWKS vs LTH
+186.2%
-227.5%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.5% |
| 7D | -3.1% | +6.4% | -9.5% | -4.9% |
| 30D | +8.3% | +16.7% | -8.4% | +3.5% |
| 3M | +20.2% | +11.7% | +8.6% | +16.1% |
| 6M | +24.9% | +48.5% | -23.6% | +10.9% |
| YTD | +33.2% | +78.4% | -45.3% | +10.5% |
| 1Y | +23.6% | +89.7% | -66.1% | +0.6% |
| 3Y | +1.3% | +245.6% | -244.4% | -33.8% |
| 5Y | -40.6% | +142.7% | -183.3% | -62.1% |
| All | -41.3% | +186.2% | -227.5% | -62.6% |
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