+58.5%
AMAT vs LUNR
+20.8%
+37.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +15.0% | -3.6% | +8.6% |
| 7D | -1.1% | +22.1% | -23.2% | -4.7% |
| 30D | -26.9% | -8.7% | -18.2% | -26.3% |
| 3M | -31.2% | -26.6% | -4.6% | -28.7% |
| 6M | -14.7% | -58.4% | +43.7% | -8.1% |
| YTD | +44.7% | -25.8% | +70.5% | +45.2% |
| All | +58.5% | +20.8% | +37.7% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling