+274.4%
KLAC vs LUNR
+228.4%
+46.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.1% |
| 7D | -2.7% | -3.1% | +0.4% | -2.4% |
| 30D | -13.2% | -15.3% | +2.2% | -11.9% |
| 3M | -25.0% | -53.2% | +28.2% | -20.7% |
| 6M | +23.6% | -22.2% | +45.8% | +24.4% |
| YTD | +49.2% | -11.6% | +60.8% | +47.6% |
| 1Y | +89.3% | +68.4% | +20.9% | +78.1% |
| 3Y | +274.4% | +216.8% | +57.6% | +240.6% |
| All | +274.4% | +228.4% | +46.0% | +240.6% |
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