+31.0%
SWKS vs LVS
+1.0%
+30.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.2% |
| 7D | +11.8% | +0.3% | +11.5% | +11.7% |
| 30D | +6.7% | -3.9% | +10.7% | +8.3% |
| 3M | 0.0% | -12.9% | +12.9% | +5.4% |
| 6M | +38.7% | -16.9% | +55.7% | +47.9% |
| YTD | +21.4% | -31.2% | +52.6% | +38.9% |
| 1Y | +2.9% | -16.4% | +19.3% | +7.0% |
| 3Y | -16.4% | -4.4% | -12.0% | -20.5% |
| 5Y | -51.2% | +6.7% | -57.8% | -58.2% |
| 10Y | +31.0% | +1.4% | +29.6% | +6.2% |
| All | +31.0% | +1.0% | +30.0% | +6.2% |
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