+51.5%
LUNR vs LPLA
+110.8%
-59.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.0% |
| 7D | -0.5% | -3.7% | +3.1% | +0.4% |
| 30D | -11.3% | -6.4% | -4.9% | -9.7% |
| 3M | -44.9% | +20.2% | -65.1% | -48.2% |
| 6M | -17.3% | +12.8% | -30.2% | -21.6% |
| YTD | -9.9% | -2.5% | -7.4% | -9.3% |
| 1Y | +76.1% | +1.9% | +74.2% | +75.9% |
| 3Y | +240.0% | +45.0% | +195.0% | +242.8% |
| All | +51.5% | +110.8% | -59.3% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling