+34.7%
LUNR vs STLA
-74.2%
+108.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +24.2% | -13.8% | +37.9% | +30.4% |
| 30D | +18.0% | -10.5% | +28.5% | +21.5% |
| 3M | -26.0% | -28.9% | +2.9% | -17.6% |
| 6M | -63.6% | -49.7% | -13.8% | -53.6% |
| YTD | -19.9% | -64.9% | +45.0% | +12.3% |
| 1Y | +50.1% | -64.0% | +114.1% | +107.5% |
| 3Y | +374.5% | -77.4% | +451.9% | +640.8% |
| All | +34.7% | -74.2% | +108.9% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling