-47.5%
SWKS vs LTH
+160.9%
-208.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +12.5% | -0.6% | +13.2% | +12.7% |
| 30D | +10.5% | -4.6% | +15.1% | +11.9% |
| 3M | -7.4% | +32.8% | -40.2% | -14.8% |
| 6M | +32.7% | +64.6% | -32.0% | +13.1% |
| YTD | +19.2% | +62.6% | -43.5% | +1.8% |
| 1Y | +2.4% | +49.9% | -47.6% | -10.7% |
| 3Y | -25.6% | +151.3% | -177.0% | -46.6% |
| All | -47.5% | +160.9% | -208.4% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling