-62.4%
LUNR vs KEY
+0.8%
-63.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.7% | +3.0% |
| 7D | +22.7% | -0.5% | +23.2% | +22.5% |
| 30D | -5.3% | +6.7% | -12.0% | -6.1% |
| 3M | -26.1% | -4.6% | -21.5% | -26.7% |
| 6M | -62.4% | +2.6% | -65.0% | -63.2% |
| All | -62.4% | +0.8% | -63.3% | -63.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling