+53.5%
LUNR vs LBRT
+104.5%
-51.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.4% |
| 7D | -3.6% | +8.7% | -12.4% | -5.6% |
| 30D | +5.9% | +6.6% | -0.7% | +4.4% |
| 3M | -56.0% | -34.5% | -21.5% | -51.9% |
| 6M | -20.5% | -24.5% | +4.0% | -17.0% |
| YTD | -8.7% | +12.7% | -21.5% | -14.1% |
| 1Y | +75.9% | +94.8% | -19.0% | +46.2% |
| 3Y | +202.9% | +31.9% | +171.0% | +170.3% |
| All | +53.5% | +104.5% | -51.1% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling