"Seven points against Liverpool, Arsenal and West Brom in six days is fantastic," said Laudrup, who has taken his stylish side to the lofty heights of seventh in the table.
"Three great performances, each one better than the other one," added the 48-year-old Dane, whose side is playing with the kind of intricacy and panache Arsenal were once known for.
"We knew after the two last results that we could play without pressure and that there was some pressure on Arsenal."
Arsenal were booed off the pitch after two late goals by Spanish striker Michu took his tally for the season to 11 since his bargain $3.2 million summer move from Rayo Vallecano.
As Arsenal slipped to 10th in the Premiership and Wenger called for his players to stick together, Swansea's players were applauded off after ambushing the Londoners.
"The team is playing with a lot of confidence," said Laudrup, who took over from Brendan Rodgers at the start of the season.
Rodgers, now manager of Liverpool - also currently trailing in Swansea's wake, took Swansea up to the Premier League and they comfortably avoided relegation by finishing 11th last season.
The first Welsh team to win promotion to England's top flight, Swansea have continued their upward curve under the stewardship of Laudrup.
"[Arsenal] put us under pressure for 20 minutes in the second half and you know their players can make the difference at any moment, so you can never sit easy," said the Dane.
"We looked in quite good shape and were only defending deep a few times."
