+222.7%
LUNR vs QS
-26.0%
+248.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.9% |
| 7D | -0.5% | -5.0% | +4.4% | +1.3% |
| 30D | -11.3% | -18.3% | +7.0% | -4.8% |
| 3M | -44.9% | -26.0% | -18.9% | -38.9% |
| 6M | -17.3% | -24.0% | +6.7% | -7.8% |
| YTD | -9.9% | -50.3% | +40.4% | +13.6% |
| 1Y | +76.1% | -38.0% | +114.1% | +110.2% |
| All | +222.7% | -26.0% | +248.7% | +201.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling