+54.8%
LUNR vs QS
-85.6%
+140.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.6% | +1.9% | -3.8% |
| 7D | +0.5% | -4.2% | +4.8% | +1.1% |
| 30D | -5.3% | -15.7% | +10.3% | -3.1% |
| 3M | -45.6% | -28.7% | -16.9% | -43.2% |
| 6M | -17.4% | -23.2% | +5.9% | -13.7% |
| YTD | -7.9% | -49.9% | +42.0% | -0.7% |
| 1Y | +77.6% | -38.8% | +116.4% | +93.0% |
| 3Y | +247.4% | -24.0% | +271.5% | +268.3% |
| All | +54.8% | -85.6% | +140.4% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling