+68.4%
LUNR vs SBAC
-2.5%
+70.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -2.3% |
| 7D | -3.1% | -2.1% | -1.0% | -2.7% |
| 30D | -15.3% | +2.0% | -17.3% | -15.8% |
| 3M | -53.2% | -8.3% | -44.9% | -51.8% |
| 6M | -22.2% | +0.3% | -22.5% | -27.4% |
| YTD | -11.6% | -2.2% | -9.4% | -15.2% |
| 1Y | +68.4% | -4.6% | +73.1% | +67.2% |
| All | +68.4% | -2.5% | +70.9% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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