+51.5%
LUNR vs KEY
+16.0%
+35.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.5% | -1.8% | +1.2% | +0.1% |
| 30D | -11.3% | -3.3% | -8.0% | -10.2% |
| 3M | -44.9% | -0.2% | -44.7% | -45.0% |
| 6M | -17.3% | +12.1% | -29.4% | -20.8% |
| YTD | -9.9% | +8.4% | -18.3% | -12.7% |
| 1Y | +76.1% | +17.6% | +58.5% | +66.4% |
| 3Y | +240.0% | +123.3% | +116.7% | +199.3% |
| All | +51.5% | +16.0% | +35.5% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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