+62.5%
LUNR vs SMTC
+77.9%
-15.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +10.0% | -4.1% | +3.0% |
| 7D | +6.5% | +22.9% | -16.4% | +0.2% |
| 30D | -4.4% | +16.6% | -21.0% | -9.0% |
| 3M | -47.3% | +2.4% | -49.7% | -48.4% |
| 6M | -11.1% | +98.3% | -109.3% | -26.3% |
| YTD | -3.4% | +120.7% | -124.1% | -22.1% |
| 1Y | +85.8% | +168.3% | -82.5% | +43.5% |
| 3Y | +264.7% | +571.7% | -307.1% | +155.1% |
| All | +62.5% | +77.9% | -15.4% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling