+53.5%
LUNR vs STT
+129.9%
-76.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -3.6% | +0.5% | -4.1% | -3.8% |
| 30D | +5.9% | +3.9% | +2.0% | +4.3% |
| 3M | -56.0% | +20.0% | -75.9% | -58.9% |
| 6M | -20.5% | +55.3% | -75.8% | -32.8% |
| YTD | -8.7% | +53.3% | -62.1% | -22.8% |
| 1Y | +75.9% | +74.7% | +1.2% | +42.9% |
| 3Y | +202.9% | +205.8% | -3.0% | +131.6% |
| All | +53.5% | +129.9% | -76.5% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling