-4.5%
LUNR vs ILMN
+92.1%
-96.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.3% | -3.7% |
| 7D | -14.3% | -21.6% | +7.2% | -8.1% |
| 30D | -30.5% | -22.9% | -7.6% | -25.4% |
| 3M | -28.9% | +11.6% | -40.5% | -30.6% |
| 6M | -60.8% | +62.5% | -123.4% | -67.6% |
| YTD | -38.8% | +72.7% | -111.5% | -59.6% |
| 1Y | -4.5% | +93.9% | -98.4% | -46.7% |
| All | -4.5% | +92.1% | -96.7% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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