+48.7%
LUNR vs ROKU
-41.3%
+90.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -2.0% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | -15.3% | +2.1% | -17.4% | -15.9% |
| 3M | -53.2% | +29.5% | -82.7% | -58.2% |
| 6M | -22.2% | +53.8% | -76.0% | -34.0% |
| YTD | -11.6% | +42.8% | -54.4% | -23.7% |
| 1Y | +68.4% | +60.7% | +7.7% | +38.4% |
| 3Y | +216.8% | +83.9% | +132.9% | +133.3% |
| All | +48.7% | -41.3% | +90.1% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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