+147.6%
AMAT vs LUNR
+24.8%
+122.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +15.0% | -3.6% | +11.0% |
| 7D | -1.1% | +22.1% | -23.2% | -1.5% |
| 30D | -26.9% | -8.7% | -18.2% | -26.8% |
| 3M | -31.2% | -26.6% | -4.6% | -30.9% |
| 6M | -14.7% | -58.4% | +43.7% | -13.9% |
| YTD | +44.7% | -25.8% | +70.5% | +45.1% |
| 1Y | +62.0% | +25.5% | +36.4% | +61.8% |
| 3Y | +165.0% | +300.0% | -135.0% | +169.9% |
| All | +147.6% | +24.8% | +122.8% | +152.1% |
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