+34.7%
LUNR vs SAN
+299.5%
-264.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +24.2% | +4.0% | +20.2% | +22.6% |
| 30D | +18.0% | -7.8% | +25.8% | +21.0% |
| 3M | -26.0% | -16.4% | -9.6% | -21.4% |
| 6M | -63.6% | +3.5% | -67.1% | -63.8% |
| YTD | -19.9% | +6.7% | -26.6% | -21.9% |
| 1Y | +50.1% | +14.5% | +35.6% | +43.6% |
| 3Y | +374.5% | +243.5% | +130.9% | +258.9% |
| All | +34.7% | +299.5% | -264.8% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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