-25.2%
SWKS vs LVS
-12.9%
-12.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +12.5% | -1.5% | +14.0% | +13.1% |
| 30D | +10.5% | -3.2% | +13.7% | +11.6% |
| 3M | -7.4% | -12.0% | +4.6% | -3.3% |
| 6M | +32.7% | -19.9% | +52.6% | +42.4% |
| YTD | +19.2% | -30.6% | +49.8% | +34.8% |
| 1Y | +2.4% | -17.7% | +20.1% | +6.3% |
| All | -25.2% | -12.9% | -12.3% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling