+8.5%
LUNR vs LSCC
+23.6%
-15.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +7.1% | +14.3% | +19.4% |
| 7D | -1.9% | +13.0% | -14.8% | -4.7% |
| 30D | -27.3% | -19.8% | -7.5% | -22.8% |
| 3M | -29.9% | -18.4% | -11.5% | -25.8% |
| 6M | -60.2% | -16.1% | -44.1% | -57.9% |
| YTD | -35.5% | +42.7% | -78.2% | -38.9% |
| 1Y | +9.5% | +68.0% | -58.5% | +1.4% |
| 3Y | +226.2% | +85.8% | +140.3% | +197.3% |
| All | +8.5% | +23.6% | -15.1% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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