+62.5%
LUNR vs SWK
-42.7%
+105.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.8% | +8.7% | +6.8% |
| 7D | +6.5% | +0.1% | +6.4% | +6.4% |
| 30D | -4.4% | -8.9% | +4.5% | -1.3% |
| 3M | -47.3% | +20.5% | -67.8% | -50.7% |
| 6M | -11.1% | +27.1% | -38.2% | -18.5% |
| YTD | -3.4% | +30.2% | -33.6% | -12.2% |
| 1Y | +85.8% | +24.8% | +61.0% | +70.7% |
| 3Y | +264.7% | +16.3% | +248.4% | +230.5% |
| All | +62.5% | -42.7% | +105.2% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling