+969.8%
LITE vs LUNR
+62.5%
+907.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.9% | +5.2% | +10.8% |
| 7D | +12.6% | +6.5% | +6.1% | +12.3% |
| 30D | +9.9% | -4.4% | +14.3% | +10.2% |
| 3M | +9.3% | -47.3% | +56.6% | +12.2% |
| 6M | +75.2% | -11.1% | +86.3% | +76.0% |
| YTD | +165.5% | -3.4% | +168.9% | +164.3% |
| 1Y | +555.0% | +85.8% | +469.2% | +537.4% |
| 3Y | +1,870.5% | +264.7% | +1,605.8% | +1,824.2% |
| All | +969.8% | +62.5% | +907.3% | +979.3% |
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 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