+18.9%
SWKS vs LUMN
-59.3%
+78.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +3.0% | -2.3% |
| 7D | -4.9% | -6.9% | +1.9% | -4.3% |
| 30D | -1.2% | -20.5% | +19.3% | +0.9% |
| 3M | +24.2% | -33.4% | +57.5% | +28.3% |
| 6M | +21.5% | -52.1% | +73.6% | +27.3% |
| YTD | +33.5% | -42.5% | +76.0% | +36.0% |
| 1Y | +18.9% | -57.6% | +76.5% | +26.9% |
| All | +18.9% | -59.3% | +78.2% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling