+35.0%
LUNR vs KEY
+13.9%
+21.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.5% | +7.2% |
| 7D | +51.2% | +1.8% | +49.4% | +50.3% |
| 30D | +7.0% | +7.1% | -0.2% | +4.4% |
| 3M | -23.1% | -5.9% | -17.2% | -21.4% |
| 6M | -59.4% | +2.2% | -61.6% | -59.9% |
| YTD | -19.7% | +6.4% | -26.1% | -21.6% |
| 1Y | +39.5% | +24.8% | +14.7% | +29.3% |
| 3Y | +357.2% | +125.2% | +232.0% | +306.4% |
| All | +35.0% | +13.9% | +21.2% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling