+45.2%
ASML vs LUNR
+37.2%
+8.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.0% | -9.4% | -3.5% |
| 7D | +10.4% | +51.2% | -40.8% | +3.3% |
| 30D | -12.7% | +7.0% | -19.7% | -14.3% |
| 3M | -17.2% | -23.1% | +5.9% | -15.6% |
| 6M | -1.3% | -59.4% | +58.1% | +5.5% |
| YTD | +40.8% | -19.7% | +60.5% | +40.8% |
| 1Y | +45.2% | +39.5% | +5.7% | +41.4% |
| All | +45.2% | +37.2% | +8.1% | +41.4% |
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