+62.5%
LUNR vs SM
+23.8%
+38.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.6% | +2.3% | +5.8% |
| 7D | +6.5% | -0.2% | +6.7% | +6.5% |
| 30D | -4.4% | +31.5% | -35.9% | -5.1% |
| 3M | -47.3% | +17.3% | -64.6% | -47.5% |
| 6M | -11.1% | +48.5% | -59.6% | -12.9% |
| YTD | -3.4% | +106.3% | -109.6% | -7.1% |
| 1Y | +85.8% | +47.3% | +38.5% | +80.7% |
| 3Y | +264.7% | -1.4% | +266.1% | +237.4% |
| All | +62.5% | +23.8% | +38.7% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling