+54.8%
LUNR vs ILMN
-44.2%
+99.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -4.2% |
| 7D | +0.5% | -3.9% | +4.4% | +1.3% |
| 30D | -5.3% | +6.9% | -12.2% | -6.8% |
| 3M | -45.6% | +28.1% | -73.7% | -48.7% |
| 6M | -17.4% | +65.0% | -82.3% | -26.0% |
| YTD | -7.9% | +56.3% | -64.2% | -17.5% |
| 1Y | +77.6% | +108.7% | -31.1% | +50.5% |
| 3Y | +247.4% | +33.1% | +214.4% | +191.6% |
| All | +54.8% | -44.2% | +99.1% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling