+222.7%
LUNR vs STLA
-66.9%
+289.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.0% |
| 7D | -0.5% | -3.8% | +3.3% | +1.4% |
| 30D | -11.3% | -3.1% | -8.2% | -10.4% |
| 3M | -44.9% | -19.6% | -25.3% | -38.6% |
| 6M | -17.3% | -23.5% | +6.2% | -3.7% |
| YTD | -9.9% | -51.5% | +41.6% | +27.2% |
| 1Y | +76.1% | -39.7% | +115.8% | +107.2% |
| All | +222.7% | -66.9% | +289.6% | +484.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling