+375.5%
LUNR vs SIMO
+240.7%
+134.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.3% | +9.2% | +7.7% |
| 7D | +51.2% | +14.9% | +36.3% | +44.7% |
| 30D | +7.0% | -27.0% | +34.0% | +17.9% |
| 3M | -23.1% | -25.4% | +2.3% | -16.5% |
| 6M | -59.4% | -30.3% | -29.1% | -55.8% |
| YTD | -19.7% | +95.8% | -115.5% | -41.8% |
| 1Y | +39.5% | +100.0% | -60.5% | +0.4% |
| All | +375.5% | +240.7% | +134.9% | +178.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling