+48.7%
LUNR vs STLA
-63.5%
+112.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.7% |
| 7D | -3.1% | -2.9% | -0.2% | -2.2% |
| 30D | -15.3% | +0.9% | -16.3% | -16.0% |
| 3M | -53.2% | -21.6% | -31.5% | -49.1% |
| 6M | -22.2% | -21.6% | -0.6% | -14.2% |
| YTD | -11.6% | -50.4% | +38.8% | +10.7% |
| 1Y | +68.4% | -43.6% | +112.0% | +98.1% |
| 3Y | +216.8% | -66.4% | +283.2% | +341.0% |
| All | +48.7% | -63.5% | +112.2% | +105.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling