+48.7%
LUNR vs LPLA
+114.8%
-66.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.4% |
| 7D | -3.1% | -1.5% | -1.6% | -2.7% |
| 30D | -15.3% | -6.0% | -9.3% | -14.0% |
| 3M | -53.2% | +24.0% | -77.2% | -56.4% |
| 6M | -22.2% | +17.0% | -39.2% | -27.1% |
| YTD | -11.6% | -0.7% | -10.9% | -11.5% |
| 1Y | +68.4% | +2.1% | +66.3% | +68.0% |
| 3Y | +216.8% | +48.7% | +168.1% | +217.8% |
| All | +48.7% | +114.8% | -66.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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