+62.5%
LUNR vs LPLA
+112.6%
-50.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.5% | +8.4% | +6.6% |
| 7D | +6.5% | -2.1% | +8.6% | +7.1% |
| 30D | -4.4% | -3.3% | -1.0% | -3.6% |
| 3M | -47.3% | +23.5% | -70.8% | -50.9% |
| 6M | -11.1% | +12.0% | -23.1% | -15.4% |
| YTD | -3.4% | -1.7% | -1.7% | -3.0% |
| 1Y | +85.8% | +3.2% | +82.6% | +84.8% |
| 3Y | +264.7% | +46.2% | +218.4% | +266.7% |
| All | +62.5% | +112.6% | -50.1% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling