+48.7%
LUNR vs STZ
-42.0%
+90.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -3.1% | -4.5% | +1.4% | -2.4% |
| 30D | -15.3% | -8.6% | -6.7% | -14.1% |
| 3M | -53.2% | -13.8% | -39.4% | -51.9% |
| 6M | -22.2% | -17.2% | -5.1% | -19.9% |
| YTD | -11.6% | -9.4% | -2.2% | -12.3% |
| 1Y | +68.4% | -11.9% | +80.3% | +68.6% |
| 3Y | +216.8% | -49.6% | +266.4% | +267.0% |
| All | +48.7% | -42.0% | +90.7% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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