+62.5%
LUNR vs STLA
-63.6%
+126.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.1% | +8.9% | +7.0% |
| 7D | +6.5% | +0.7% | +5.8% | +6.1% |
| 30D | -4.4% | -2.4% | -2.0% | -4.1% |
| 3M | -47.3% | -23.9% | -23.4% | -42.0% |
| 6M | -11.1% | -24.6% | +13.6% | -0.7% |
| YTD | -3.4% | -50.5% | +47.1% | +21.0% |
| 1Y | +85.8% | -39.8% | +125.6% | +112.4% |
| 3Y | +264.7% | -65.6% | +330.3% | +407.8% |
| All | +62.5% | -63.6% | +126.1% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded STLA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling