+20.1%
SWKS vs LVS
-33.5%
+53.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -6.2% | +11.1% | -17.2% | -6.3% |
| 30D | -1.5% | +14.7% | -16.2% | -1.8% |
| 3M | +23.0% | -10.9% | +33.9% | +23.7% |
| 6M | +27.6% | -22.3% | +50.0% | +29.9% |
| YTD | +32.3% | -35.8% | +68.1% | +38.5% |
| 1Y | +20.1% | -33.5% | +53.6% | +25.6% |
| All | +20.1% | -33.5% | +53.6% | +25.6% |
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