+35.0%
LUNR vs SIMO
+184.7%
-149.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.3% | +9.2% | +7.7% |
| 7D | +51.2% | +14.9% | +36.3% | +45.3% |
| 30D | +7.0% | -27.0% | +34.0% | +17.1% |
| 3M | -23.1% | -25.4% | +2.3% | -17.0% |
| 6M | -59.4% | -30.3% | -29.1% | -56.1% |
| YTD | -19.7% | +95.8% | -115.5% | -38.1% |
| 1Y | +39.5% | +100.0% | -60.5% | +7.2% |
| 3Y | +357.2% | +238.3% | +118.9% | +190.9% |
| All | +35.0% | +184.7% | -149.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling