-46.7%
SWKS vs LUNR
+62.5%
-109.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.0% | +1.8% |
| 7D | +11.8% | +6.5% | +5.3% | +11.7% |
| 30D | +6.7% | -4.4% | +11.1% | +6.8% |
| 3M | 0.0% | -47.3% | +47.3% | +0.7% |
| 6M | +38.7% | -11.1% | +49.8% | +38.9% |
| YTD | +21.4% | -3.4% | +24.7% | +21.2% |
| 1Y | +2.9% | +85.8% | -82.9% | +2.0% |
| 3Y | -16.4% | +264.7% | -281.1% | -17.1% |
| All | -46.7% | +62.5% | -109.2% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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