+54.8%
LUNR vs STT
+127.1%
-72.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +0.5% | +1.0% | -0.4% | +0.1% |
| 30D | -5.3% | +2.8% | -8.1% | -6.3% |
| 3M | -45.6% | +18.1% | -63.7% | -49.0% |
| 6M | -17.4% | +59.2% | -76.6% | -30.8% |
| YTD | -7.9% | +51.5% | -59.4% | -21.8% |
| 1Y | +77.6% | +75.7% | +2.0% | +44.1% |
| 3Y | +247.4% | +200.8% | +46.7% | +166.7% |
| All | +54.8% | +127.1% | -72.3% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling