+32.4%
SWKS vs LVS
-12.6%
+45.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.3% |
| 7D | -2.7% | +5.2% | -7.9% | -4.9% |
| 30D | +8.5% | +12.0% | -3.5% | +3.3% |
| 3M | +17.3% | -11.5% | +28.8% | +22.3% |
| 6M | +25.1% | -23.2% | +48.4% | +37.5% |
| YTD | +33.3% | -36.7% | +70.0% | +56.9% |
| 1Y | +22.9% | -36.8% | +59.7% | +44.6% |
| 3Y | +5.5% | -10.5% | +16.1% | +2.7% |
| 5Y | -41.9% | +5.1% | -47.0% | -49.9% |
| 10Y | +32.4% | -14.0% | +46.4% | +20.9% |
| All | +32.4% | -12.6% | +45.0% | +20.9% |
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