+34.7%
LUNR vs SWK
-30.8%
+65.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +24.2% | -1.4% | +25.5% | +24.8% |
| 30D | +18.0% | +25.5% | -7.5% | +8.6% |
| 3M | -26.0% | +11.8% | -37.8% | -29.2% |
| 6M | -63.6% | +48.7% | -112.3% | -68.4% |
| YTD | -19.9% | +57.2% | -77.1% | -32.1% |
| 1Y | +50.1% | +75.3% | -25.2% | +23.2% |
| 3Y | +374.5% | +51.9% | +322.5% | +305.2% |
| All | +34.7% | -30.8% | +65.6% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling