+214.0%
AMAT vs LUNR
+210.5%
+3.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.3% |
| 7D | -1.5% | -3.6% | +2.1% | -1.2% |
| 30D | -14.8% | +5.9% | -20.7% | -15.3% |
| 3M | -9.3% | -56.0% | +46.7% | -4.3% |
| 6M | +27.4% | -20.5% | +47.9% | +28.0% |
| YTD | +77.6% | -8.7% | +86.3% | +75.6% |
| 1Y | +188.9% | +75.9% | +113.1% | +173.3% |
| All | +214.0% | +210.5% | +3.6% | +187.9% |
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