-47.7%
SWKS vs LUNR
+53.5%
-101.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.5% |
| 7D | +12.5% | -3.6% | +16.2% | +12.6% |
| 30D | +10.5% | +5.9% | +4.6% | +10.4% |
| 3M | -7.4% | -56.0% | +48.6% | -6.5% |
| 6M | +32.7% | -20.5% | +53.1% | +33.0% |
| YTD | +19.2% | -8.7% | +27.9% | +19.1% |
| 1Y | +2.4% | +75.9% | -73.5% | +1.6% |
| 3Y | -25.6% | +202.9% | -228.5% | -26.2% |
| All | -47.7% | +53.5% | -101.2% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling