+8.5%
LUNR vs SWK
-29.9%
+38.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | -0.4% | +21.8% | +21.6% |
| 7D | -1.9% | +11.0% | -12.9% | -5.7% |
| 30D | -27.3% | +30.1% | -57.4% | -34.0% |
| 3M | -29.9% | +14.7% | -44.5% | -33.4% |
| 6M | -60.2% | +44.5% | -104.7% | -65.2% |
| YTD | -35.5% | +59.4% | -94.9% | -45.6% |
| 1Y | +9.5% | +77.5% | -68.0% | -10.5% |
| 3Y | +226.2% | +49.5% | +176.7% | +176.2% |
| All | +8.5% | -29.9% | +38.4% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling