+75.3%
LMT vs LUNR
+54.8%
+20.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.5% | -2.2% |
| 7D | -1.3% | +0.5% | -1.9% | -1.3% |
| 30D | -12.5% | -5.3% | -7.2% | -12.5% |
| 3M | -0.5% | -45.6% | +45.2% | -0.4% |
| 6M | -20.0% | -17.4% | -2.7% | -19.9% |
| YTD | +10.4% | -7.9% | +18.3% | +10.6% |
| 1Y | +17.7% | +77.6% | -59.9% | +18.3% |
| 3Y | +34.3% | +247.4% | -213.2% | +36.5% |
| All | +75.3% | +54.8% | +20.5% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling