+9.5%
LUNR vs LUMN
-63.6%
+73.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +0.3% | +21.2% | +21.3% |
| 7D | -1.9% | -18.2% | +16.4% | +11.0% |
| 30D | -27.3% | -32.5% | +5.1% | -8.3% |
| 3M | -29.9% | -32.4% | +2.5% | -12.8% |
| 6M | -60.2% | -59.3% | -0.9% | -33.5% |
| YTD | -35.5% | -48.6% | +13.2% | -7.4% |
| 1Y | +9.5% | -63.5% | +73.0% | +66.9% |
| All | +9.5% | -63.6% | +73.1% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling