+35.0%
LUNR vs STLD
+296.7%
-261.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.8% | +7.3% |
| 7D | +51.2% | +6.9% | +44.3% | +47.7% |
| 30D | +7.0% | -1.5% | +8.4% | +7.9% |
| 3M | -23.1% | -9.7% | -13.4% | -20.4% |
| 6M | -59.4% | +2.3% | -61.7% | -59.8% |
| YTD | -19.7% | +41.0% | -60.7% | -27.9% |
| 1Y | +39.5% | +51.8% | -12.3% | +22.8% |
| 3Y | +357.2% | +126.4% | +230.8% | +278.7% |
| All | +35.0% | +296.7% | -261.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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