-17.4%
LUNR vs SARO
-6.5%
-10.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -1.6% | -11.6% | -11.8% |
| 7D | -26.2% | +6.3% | -32.5% | -30.5% |
| 30D | -42.8% | +20.8% | -63.6% | -52.6% |
| 3M | -38.4% | -18.4% | -20.0% | -24.8% |
| 6M | -65.2% | +0.8% | -66.0% | -67.4% |
| YTD | -46.9% | -11.8% | -35.1% | -43.1% |
| 1Y | -17.4% | -7.3% | -10.1% | -17.5% |
| All | -17.4% | -6.5% | -10.9% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling