+216.8%
LUNR vs KMX
-25.1%
+241.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.2% | -2.5% |
| 7D | -3.1% | -3.1% | 0.0% | -1.8% |
| 30D | -15.3% | +4.4% | -19.8% | -17.6% |
| 3M | -53.2% | +18.9% | -72.1% | -57.8% |
| 6M | -22.2% | +44.3% | -66.5% | -37.4% |
| YTD | -11.6% | +58.7% | -70.3% | -32.3% |
| 1Y | +68.4% | +0.1% | +68.3% | +59.4% |
| 3Y | +216.8% | -24.4% | +241.2% | +196.4% |
| All | +216.8% | -25.1% | +241.9% | +196.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling