+75.9%
LUNR vs SWK
+37.3%
+38.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.2% |
| 7D | -3.6% | -0.4% | -3.2% | -3.4% |
| 30D | +5.9% | -5.7% | +11.6% | +9.6% |
| 3M | -56.0% | +24.1% | -80.0% | -61.6% |
| 6M | -20.5% | +24.7% | -45.2% | -31.5% |
| YTD | -8.7% | +33.9% | -42.7% | -25.7% |
| 1Y | +75.9% | +34.7% | +41.2% | +35.1% |
| All | +75.9% | +37.3% | +38.5% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling