+48.7%
LUNR vs QS
-85.4%
+134.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -2.1% |
| 7D | -3.1% | -3.6% | +0.5% | -2.6% |
| 30D | -15.3% | -17.2% | +1.9% | -13.1% |
| 3M | -53.2% | -27.0% | -26.2% | -51.2% |
| 6M | -22.2% | -24.6% | +2.3% | -18.7% |
| YTD | -11.6% | -49.3% | +37.7% | -4.8% |
| 1Y | +68.4% | -40.3% | +108.8% | +82.8% |
| 3Y | +216.8% | -23.8% | +240.6% | +234.6% |
| All | +48.7% | -85.4% | +134.1% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling