+1.0%
SWKS vs LVS
-15.9%
+16.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +12.5% | -1.5% | +14.0% | +12.6% |
| 30D | +10.5% | -3.2% | +13.7% | +10.6% |
| 3M | -7.4% | -12.0% | +4.6% | -6.7% |
| 6M | +32.7% | -19.9% | +52.6% | +34.4% |
| YTD | +19.2% | -30.6% | +49.8% | +21.9% |
| All | +1.0% | -15.9% | +16.9% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling