+222.7%
LUNR vs SSNC
+46.7%
+176.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -0.5% | -6.7% | +6.2% | +4.4% |
| 30D | -11.3% | -0.8% | -10.5% | -11.4% |
| 3M | -44.9% | +16.1% | -61.0% | -52.7% |
| 6M | -17.3% | +7.9% | -25.3% | -24.0% |
| YTD | -9.9% | -8.7% | -1.2% | -0.8% |
| 1Y | +76.1% | -9.5% | +85.6% | +96.5% |
| All | +222.7% | +46.7% | +176.0% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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