+51.5%
LUNR vs QS
-85.7%
+137.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -2.0% |
| 7D | -0.5% | -5.0% | +4.4% | +0.2% |
| 30D | -11.3% | -18.3% | +7.0% | -8.8% |
| 3M | -44.9% | -26.0% | -18.9% | -42.7% |
| 6M | -17.3% | -24.0% | +6.7% | -13.6% |
| YTD | -9.9% | -50.3% | +40.4% | -2.7% |
| 1Y | +76.1% | -38.0% | +114.1% | +91.5% |
| 3Y | +240.0% | -24.6% | +264.6% | +260.8% |
| All | +51.5% | -85.7% | +137.2% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling