+11.5%
SWKS vs LUNR
+348.3%
-336.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +9.4% | +24.2% | -14.7% | +7.8% |
| 30D | +17.0% | +18.0% | -1.0% | +15.4% |
| 3M | +28.9% | -26.0% | +54.9% | +30.5% |
| 6M | +33.1% | -63.6% | +96.7% | +39.3% |
| YTD | +44.8% | -19.9% | +64.7% | +43.7% |
| 1Y | +36.2% | +50.1% | -13.9% | +29.7% |
| 3Y | +11.5% | +374.5% | -363.0% | -2.7% |
| All | +11.5% | +348.3% | -336.8% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling