+22.4%
LUNR vs STLD
+295.1%
-272.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.7% | -3.2% |
| 7D | +12.7% | -4.7% | +17.4% | +14.9% |
| 30D | -10.5% | -0.9% | -9.5% | -9.8% |
| 3M | -25.2% | -11.9% | -13.3% | -21.9% |
| 6M | -59.2% | +0.9% | -60.1% | -59.4% |
| YTD | -27.2% | +40.4% | -67.7% | -34.6% |
| 1Y | +19.7% | +56.6% | -36.9% | +4.4% |
| 3Y | +314.4% | +125.5% | +188.9% | +243.8% |
| All | +22.4% | +295.1% | -272.7% | +1.0% |
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