+48.7%
LUNR vs SMTC
+83.0%
-34.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.9% | -3.3% |
| 7D | -3.1% | +13.1% | -16.2% | -6.6% |
| 30D | -15.3% | +19.5% | -34.8% | -20.0% |
| 3M | -53.2% | +2.2% | -55.4% | -54.3% |
| 6M | -22.2% | +94.9% | -117.1% | -35.4% |
| YTD | -11.6% | +127.0% | -138.5% | -29.4% |
| 1Y | +68.4% | +174.6% | -106.1% | +29.1% |
| 3Y | +216.8% | +615.9% | -399.1% | +120.8% |
| All | +48.7% | +83.0% | -34.3% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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