+53.5%
LUNR vs ILMN
-40.6%
+94.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | -3.6% | +1.2% | -4.9% | -3.9% |
| 30D | +5.9% | +9.2% | -3.3% | +3.7% |
| 3M | -56.0% | +29.8% | -85.8% | -58.5% |
| 6M | -20.5% | +69.2% | -89.7% | -29.1% |
| YTD | -8.7% | +66.4% | -75.1% | -19.2% |
| 1Y | +75.9% | +123.4% | -47.5% | +47.1% |
| 3Y | +202.9% | +33.2% | +169.7% | +150.3% |
| All | +53.5% | -40.6% | +94.1% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling