+53.5%
LUNR vs SIMO
+305.1%
-251.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | -1.6% |
| 7D | -3.6% | +4.2% | -7.9% | -4.8% |
| 30D | +5.9% | +4.1% | +1.8% | +4.4% |
| 3M | -56.0% | -12.9% | -43.1% | -55.1% |
| 6M | -20.5% | +110.3% | -130.8% | -36.6% |
| YTD | -8.7% | +178.6% | -187.3% | -35.9% |
| 1Y | +75.9% | +220.0% | -144.1% | +18.6% |
| 3Y | +202.9% | +409.0% | -206.2% | +73.3% |
| All | +53.5% | +305.1% | -251.6% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling