+222.7%
LUNR vs SMTC
+546.3%
-323.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.9% |
| 7D | -0.5% | +17.5% | -18.1% | -7.2% |
| 30D | -11.3% | +21.3% | -32.6% | -18.9% |
| 3M | -44.9% | +3.1% | -48.0% | -46.9% |
| 6M | -17.3% | +81.7% | -99.0% | -36.4% |
| YTD | -9.9% | +115.9% | -125.9% | -35.6% |
| 1Y | +76.1% | +157.8% | -81.7% | +17.6% |
| All | +222.7% | +546.3% | -323.6% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling