+375.5%
LUNR vs SWK
+50.4%
+325.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.2% | +9.2% | +8.4% |
| 7D | +51.2% | -2.0% | +53.1% | +53.1% |
| 30D | +7.0% | +24.6% | -17.6% | -8.7% |
| 3M | -23.1% | +10.8% | -33.9% | -29.2% |
| 6M | -59.4% | +46.1% | -105.5% | -69.3% |
| YTD | -19.7% | +56.8% | -76.6% | -43.2% |
| 1Y | +39.5% | +72.7% | -33.2% | -7.7% |
| All | +375.5% | +50.4% | +325.2% | +187.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling