+794.0%
SWKS vs LVS
+69.2%
+724.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +12.5% | -1.5% | +14.0% | +12.9% |
| 30D | +10.5% | -3.2% | +13.7% | +11.3% |
| 3M | -7.4% | -12.0% | +4.6% | -4.6% |
| 6M | +32.7% | -19.9% | +52.6% | +39.2% |
| YTD | +19.2% | -30.6% | +49.8% | +29.0% |
| 1Y | +2.4% | -17.7% | +20.1% | +5.6% |
| 3Y | -25.6% | -14.2% | -11.4% | -24.8% |
| 5Y | -53.4% | +9.6% | -63.1% | -56.8% |
| 10Y | +23.2% | +5.7% | +17.5% | +13.2% |
| All | +794.0% | +69.2% | +724.8% | +544.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling