+264.7%
LUNR vs LBRT
+27.1%
+237.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.9% | +1.9% | +4.4% |
| 7D | +6.5% | +6.9% | -0.4% | +3.9% |
| 30D | -4.4% | +7.8% | -12.2% | -7.0% |
| 3M | -47.3% | -25.3% | -22.0% | -42.1% |
| 6M | -11.1% | -19.6% | +8.5% | -7.4% |
| YTD | -3.4% | +17.2% | -20.5% | -15.9% |
| 1Y | +85.8% | +114.1% | -28.3% | +22.7% |
| 3Y | +264.7% | +27.0% | +237.6% | +205.1% |
| All | +264.7% | +27.1% | +237.6% | +205.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling