+54.8%
LUNR vs LBRT
+119.1%
-64.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.1% | -7.8% | -5.4% |
| 7D | +0.5% | +10.2% | -9.6% | -1.8% |
| 30D | -5.3% | +4.9% | -10.2% | -6.3% |
| 3M | -45.6% | -21.2% | -24.4% | -43.1% |
| 6M | -17.4% | -19.9% | +2.6% | -14.9% |
| YTD | -7.9% | +20.8% | -28.7% | -14.7% |
| 1Y | +77.6% | +123.5% | -45.9% | +43.1% |
| 3Y | +247.4% | +30.9% | +216.5% | +205.1% |
| All | +54.8% | +119.1% | -64.3% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling