+216.8%
LUNR vs LUMN
+385.3%
-168.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -2.2% |
| 7D | -3.1% | +2.5% | -5.6% | -3.6% |
| 30D | -15.3% | +10.3% | -25.7% | -17.0% |
| 3M | -53.2% | -18.3% | -34.9% | -51.5% |
| 6M | -22.2% | +4.4% | -26.6% | -22.1% |
| YTD | -11.6% | -10.7% | -0.9% | -9.6% |
| 1Y | +68.4% | +14.0% | +54.5% | +65.9% |
| 3Y | +216.8% | +406.6% | -189.8% | +153.4% |
| All | +216.8% | +385.3% | -168.5% | +153.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling