+215.9%
AMAT vs LUNR
+62.5%
+153.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.9% | -1.9% | +3.9% |
| 7D | +7.0% | +6.5% | +0.5% | +6.9% |
| 30D | -12.2% | -4.4% | -7.8% | -12.2% |
| 3M | -3.8% | -47.3% | +43.4% | -3.2% |
| 6M | +45.9% | -11.1% | +57.0% | +46.0% |
| YTD | +84.6% | -3.4% | +88.0% | +84.5% |
| 1Y | +193.4% | +85.8% | +107.6% | +192.0% |
| 3Y | +228.1% | +264.7% | -36.6% | +231.7% |
| All | +215.9% | +62.5% | +153.4% | +220.5% |
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