+32.1%
SWKS vs LVS
-13.2%
+45.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -6.2% | +11.1% | -17.2% | -10.3% |
| 30D | -1.5% | +14.7% | -16.2% | -7.1% |
| 3M | +23.0% | -10.9% | +33.9% | +27.9% |
| 6M | +27.6% | -22.3% | +50.0% | +39.6% |
| YTD | +32.3% | -35.8% | +68.1% | +54.9% |
| 1Y | +20.1% | -33.5% | +53.6% | +38.2% |
| 3Y | +0.6% | -11.7% | +12.4% | -1.4% |
| 5Y | -42.3% | +2.6% | -44.9% | -49.8% |
| All | +32.1% | -13.2% | +45.3% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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