+24.8%
LUNR vs LDOS
+54.6%
-29.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.3% | +12.7% | +13.8% |
| 7D | +22.1% | -5.8% | +27.9% | +25.5% |
| 30D | -8.7% | +11.6% | -20.3% | -15.1% |
| 3M | -26.6% | -1.0% | -25.6% | -27.4% |
| 6M | -58.4% | +5.1% | -63.5% | -60.4% |
| YTD | -25.8% | -24.0% | -1.8% | -13.6% |
| 1Y | +25.5% | -30.3% | +55.8% | +54.2% |
| 3Y | +300.0% | +37.0% | +263.0% | +263.0% |
| All | +24.8% | +54.6% | -29.9% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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