+54.8%
LUNR vs STLD
+301.8%
-247.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.8% |
| 7D | +0.5% | -2.8% | +3.3% | +1.5% |
| 30D | -5.3% | -10.4% | +5.1% | -2.0% |
| 3M | -45.6% | -10.6% | -35.0% | -43.9% |
| 6M | -17.4% | +32.7% | -50.1% | -24.7% |
| YTD | -7.9% | +42.8% | -50.8% | -17.9% |
| 1Y | +77.6% | +86.9% | -9.3% | +47.6% |
| 3Y | +247.4% | +143.8% | +103.6% | +186.3% |
| All | +54.8% | +301.8% | -247.0% | +26.7% |
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