+51.5%
LUNR vs ILMN
-45.3%
+96.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.8% |
| 7D | -0.5% | -9.2% | +8.7% | +1.3% |
| 30D | -11.3% | +4.4% | -15.7% | -12.2% |
| 3M | -44.9% | +23.9% | -68.8% | -47.6% |
| 6M | -17.3% | +64.5% | -81.8% | -25.9% |
| YTD | -9.9% | +53.5% | -63.4% | -19.0% |
| 1Y | +76.1% | +110.8% | -34.6% | +49.0% |
| 3Y | +240.0% | +30.7% | +209.3% | +186.4% |
| All | +51.5% | -45.3% | +96.8% | +26.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling