+62.5%
LUNR vs SFM
+204.0%
-141.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.5% | +12.4% | +7.7% |
| 7D | +6.5% | -5.8% | +12.3% | +8.1% |
| 30D | -4.4% | -11.4% | +7.0% | -1.7% |
| 3M | -47.3% | -12.2% | -35.1% | -45.7% |
| 6M | -11.1% | -5.2% | -5.9% | -11.2% |
| YTD | -3.4% | -4.5% | +1.1% | -4.2% |
| 1Y | +85.8% | -45.4% | +131.2% | +117.1% |
| 3Y | +264.7% | +91.1% | +173.6% | +226.0% |
| All | +62.5% | +204.0% | -141.5% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling