+34.7%
LUNR vs S
-70.4%
+105.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +24.2% | +2.0% | +22.2% | +23.7% |
| 30D | +18.0% | -2.7% | +20.7% | +18.9% |
| 3M | -26.0% | -6.9% | -19.1% | -25.1% |
| 6M | -63.6% | +38.1% | -101.6% | -65.7% |
| YTD | -19.9% | +48.0% | -67.9% | -25.6% |
| 1Y | +50.1% | +34.5% | +15.7% | +41.5% |
| 3Y | +374.5% | +38.3% | +336.1% | +372.9% |
| All | +34.7% | -70.4% | +105.1% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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