+34.7%
LUNR vs SBAC
-40.4%
+75.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | +0.1% |
| 7D | +24.2% | +0.6% | +23.5% | +24.4% |
| 30D | +18.0% | +5.5% | +12.5% | +19.7% |
| 3M | -26.0% | +3.1% | -29.0% | -25.2% |
| 6M | -63.6% | -7.0% | -56.5% | -63.8% |
| YTD | -19.9% | +0.5% | -20.4% | -20.0% |
| 1Y | +50.1% | +0.2% | +49.9% | +49.6% |
| 3Y | +374.5% | -7.4% | +381.8% | +362.6% |
| All | +34.7% | -40.4% | +75.1% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling