+62.5%
LUNR vs QID
-78.7%
+141.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +6.0% |
| 7D | +6.5% | -2.7% | +9.3% | +5.5% |
| 30D | -4.4% | +1.8% | -6.2% | -3.5% |
| 3M | -47.3% | -2.2% | -45.1% | -46.4% |
| 6M | -11.1% | -32.1% | +21.1% | -17.0% |
| YTD | -3.4% | -28.6% | +25.2% | -8.2% |
| 1Y | +85.8% | -36.3% | +122.1% | +74.6% |
| 3Y | +264.7% | -74.4% | +339.1% | +241.0% |
| All | +62.5% | -78.7% | +141.2% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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