+226.2%
LUNR vs LDOS
+32.3%
+193.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | -2.3% | +23.8% | +22.8% |
| 7D | -1.9% | -7.2% | +5.3% | +1.9% |
| 30D | -27.3% | +16.8% | -44.2% | -35.8% |
| 3M | -29.9% | -1.6% | -28.3% | -30.7% |
| 6M | -60.2% | -1.0% | -59.3% | -60.8% |
| YTD | -35.5% | -25.8% | -9.7% | -20.4% |
| 1Y | +9.5% | -31.1% | +40.6% | +43.4% |
| 3Y | +226.2% | +32.8% | +193.4% | +128.5% |
| All | +226.2% | +32.3% | +193.9% | +128.5% |
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