+229.8%
LUNR vs STT
+195.2%
+34.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +0.5% | +1.0% | -0.4% | -0.8% |
| 30D | -5.3% | +2.8% | -8.1% | -8.5% |
| 3M | -45.6% | +18.1% | -63.7% | -55.8% |
| 6M | -17.4% | +59.2% | -76.6% | -53.8% |
| YTD | -7.9% | +51.5% | -59.4% | -46.6% |
| 1Y | +77.6% | +75.7% | +2.0% | -14.8% |
| All | +229.8% | +195.2% | +34.6% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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