+229.8%
LUNR vs SBAC
-8.7%
+238.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.6% |
| 7D | +0.5% | +0.2% | +0.4% | +0.5% |
| 30D | -5.3% | +3.9% | -9.2% | -5.6% |
| 3M | -45.6% | -8.2% | -37.4% | -45.1% |
| 6M | -17.4% | -2.8% | -14.6% | -19.1% |
| YTD | -7.9% | -1.5% | -6.4% | -9.6% |
| 1Y | +77.6% | 0.0% | +77.6% | +74.6% |
| All | +229.8% | -8.7% | +238.5% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling