+8.5%
LUNR vs SW
-2.8%
+11.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | -0.9% | +22.4% | +21.7% |
| 7D | -1.9% | +2.3% | -4.2% | -2.4% |
| 30D | -27.3% | +6.8% | -34.1% | -28.4% |
| 3M | -29.9% | -5.2% | -24.7% | -29.1% |
| 6M | -60.2% | +7.4% | -67.7% | -61.0% |
| YTD | -35.5% | +17.4% | -52.9% | -38.8% |
| 1Y | +9.5% | +27.1% | -17.6% | +2.1% |
| 3Y | +226.2% | +47.9% | +178.3% | +222.6% |
| All | +8.5% | -2.8% | +11.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling