+48.7%
LUNR vs KMX
-58.6%
+107.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.2% | -2.2% |
| 7D | -3.1% | -3.1% | 0.0% | -2.4% |
| 30D | -15.3% | +4.4% | -19.8% | -16.5% |
| 3M | -53.2% | +18.9% | -72.1% | -55.6% |
| 6M | -22.2% | +44.3% | -66.5% | -30.3% |
| YTD | -11.6% | +58.7% | -70.3% | -22.3% |
| 1Y | +68.4% | +0.1% | +68.3% | +60.9% |
| 3Y | +216.8% | -24.4% | +241.2% | +211.3% |
| All | +48.7% | -58.6% | +107.3% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling