+133.9%
ASML vs LUNR
+348.3%
-214.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +4.9% | +24.2% | -19.2% | +3.0% |
| 30D | -9.3% | +18.0% | -27.2% | -10.7% |
| 3M | -19.0% | -26.0% | +7.0% | -17.7% |
| 6M | -5.2% | -63.6% | +58.3% | 0.0% |
| YTD | +40.6% | -19.9% | +60.5% | +39.9% |
| 1Y | +47.5% | +50.1% | -2.6% | +41.2% |
| 3Y | +133.9% | +374.5% | -240.6% | +115.3% |
| All | +133.9% | +348.3% | -214.4% | +115.3% |
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