+51.5%
LUNR vs SFM
+188.3%
-136.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -0.5% | -8.8% | +8.2% | +1.8% |
| 30D | -11.3% | -14.5% | +3.2% | -7.9% |
| 3M | -44.9% | -16.8% | -28.1% | -42.4% |
| 6M | -17.3% | -5.3% | -12.0% | -17.4% |
| YTD | -9.9% | -9.4% | -0.5% | -9.3% |
| 1Y | +76.1% | -46.2% | +122.3% | +106.2% |
| 3Y | +240.0% | +81.3% | +158.7% | +208.5% |
| All | +51.5% | +188.3% | -136.8% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 5y: compounded portfolio wealth divided by compounded SFM 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…
5y analysis · Full analysis span regression · 6 months rolling