-0.6%
SWKS vs LTH
+273.3%
-273.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.2% |
| 7D | -9.2% | +5.3% | -14.5% | -10.3% |
| 30D | -1.9% | +18.3% | -20.2% | -5.7% |
| 3M | +21.2% | +5.4% | +15.8% | +19.5% |
| 6M | +12.9% | +62.5% | -49.6% | -0.3% |
| YTD | +30.7% | +79.6% | -48.9% | +11.8% |
| 1Y | +14.1% | +88.1% | -74.0% | -3.7% |
| All | -0.6% | +273.3% | -273.9% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling