+82.3%
ASML vs LUNR
+35.0%
+47.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.0% | -9.4% | -2.6% |
| 7D | +10.4% | +51.2% | -40.8% | +9.5% |
| 30D | -12.7% | +7.0% | -19.7% | -12.9% |
| 3M | -17.2% | -23.1% | +5.9% | -17.0% |
| 6M | -1.3% | -59.4% | +58.1% | -0.6% |
| YTD | +40.8% | -19.7% | +60.5% | +41.0% |
| 1Y | +45.2% | +39.5% | +5.7% | +45.0% |
| 3Y | +131.8% | +357.2% | -225.4% | +136.2% |
| All | +82.3% | +35.0% | +47.3% | +83.7% |
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