+375.5%
LUNR vs LDOS
+31.0%
+344.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.1% | +9.1% | +8.2% |
| 7D | +51.2% | -3.5% | +54.6% | +53.9% |
| 30D | +7.0% | +9.5% | -2.6% | -1.1% |
| 3M | -23.1% | -6.3% | -16.8% | -21.4% |
| 6M | -59.4% | +2.8% | -62.2% | -61.2% |
| YTD | -19.7% | -26.6% | +6.9% | -0.2% |
| 1Y | +39.5% | -31.3% | +70.8% | +83.2% |
| All | +375.5% | +31.0% | +344.5% | +237.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling