+75.9%
LUNR vs KMX
+5.0%
+70.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -3.6% | +1.9% | -5.5% | -4.3% |
| 30D | +5.9% | +11.7% | -5.8% | +1.4% |
| 3M | -56.0% | +34.9% | -90.9% | -61.1% |
| 6M | -20.5% | +50.3% | -70.7% | -33.7% |
| YTD | -8.7% | +63.8% | -72.5% | -25.1% |
| 1Y | +75.9% | +3.8% | +72.1% | +49.2% |
| All | +75.9% | +5.0% | +70.9% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling