+11.5%
SWKS vs LVS
-9.1%
+20.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.9% |
| 7D | +9.4% | -0.8% | +10.3% | +9.6% |
| 30D | +17.0% | +10.0% | +7.0% | +13.0% |
| 3M | +28.9% | -11.0% | +40.0% | +33.4% |
| 6M | +33.1% | -20.1% | +53.3% | +42.5% |
| YTD | +44.8% | -36.3% | +81.1% | +67.7% |
| 1Y | +36.2% | -36.8% | +73.1% | +58.1% |
| 3Y | +11.5% | -9.5% | +21.0% | -2.7% |
| All | +11.5% | -9.1% | +20.6% | -2.7% |
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