-36.2%
SWKS vs LTH
+180.7%
-216.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.7% |
| 7D | +9.4% | -1.3% | +10.7% | +9.7% |
| 30D | +17.0% | +15.7% | +1.3% | +12.0% |
| 3M | +28.9% | +5.0% | +23.9% | +26.7% |
| 6M | +33.1% | +37.7% | -4.5% | +20.7% |
| YTD | +44.8% | +75.0% | -30.2% | +20.7% |
| 1Y | +36.2% | +82.6% | -46.4% | +12.0% |
| 3Y | +11.5% | +241.3% | -229.8% | -26.9% |
| 5Y | -37.1% | +135.4% | -172.5% | -59.6% |
| All | -36.2% | +180.7% | -216.9% | -59.2% |
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