+53.5%
LUNR vs SBAC
-40.8%
+94.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.5% |
| 7D | -3.6% | -0.8% | -2.9% | -3.8% |
| 30D | +5.9% | +6.9% | -1.1% | +7.5% |
| 3M | -56.0% | -8.2% | -47.7% | -56.5% |
| 6M | -20.5% | -1.6% | -18.8% | -21.7% |
| YTD | -8.7% | -0.1% | -8.6% | -9.2% |
| 1Y | +75.9% | -0.5% | +76.3% | +74.7% |
| 3Y | +202.9% | -9.1% | +211.9% | +188.8% |
| All | +53.5% | -40.8% | +94.3% | +35.1% |
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