+48.7%
LUNR vs SM
+24.9%
+23.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -3.1% | +4.6% | -7.7% | -3.2% |
| 30D | -15.3% | +18.2% | -33.6% | -15.8% |
| 3M | -53.2% | +22.5% | -75.7% | -53.5% |
| 6M | -22.2% | +50.6% | -72.8% | -23.8% |
| YTD | -11.6% | +108.1% | -119.7% | -15.0% |
| 1Y | +68.4% | +46.0% | +22.4% | +63.9% |
| 3Y | +216.8% | +2.9% | +213.9% | +195.0% |
| All | +48.7% | +24.9% | +23.8% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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