+26.2%
LUNR vs ILMN
-42.1%
+68.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.1% | +3.3% |
| 7D | +22.7% | -6.0% | +28.7% | +24.8% |
| 30D | -5.3% | -23.0% | +17.8% | +0.5% |
| 3M | -26.1% | +10.4% | -36.5% | -27.4% |
| 6M | -62.4% | +49.4% | -111.8% | -65.6% |
| YTD | -25.0% | +62.3% | -87.3% | -33.0% |
| 1Y | +29.0% | +73.7% | -44.7% | +14.1% |
| 3Y | +327.4% | +122.5% | +204.8% | +263.1% |
| All | +26.2% | -42.1% | +68.3% | +4.3% |
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