+54.8%
LUNR vs KMX
-59.2%
+114.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.3% | -4.6% |
| 7D | +0.5% | -1.9% | +2.4% | +0.9% |
| 30D | -5.3% | +2.6% | -7.9% | -6.2% |
| 3M | -45.6% | +25.6% | -71.2% | -49.2% |
| 6M | -17.4% | +41.9% | -59.2% | -25.6% |
| YTD | -7.9% | +56.0% | -64.0% | -18.7% |
| 1Y | +77.6% | -1.8% | +79.4% | +70.5% |
| 3Y | +247.4% | -25.7% | +273.2% | +243.0% |
| All | +54.8% | -59.2% | +114.1% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling