+62.5%
LUNR vs STZ
-42.7%
+105.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.6% | +11.5% | +7.0% |
| 7D | +6.5% | -7.4% | +13.9% | +8.0% |
| 30D | -4.4% | -10.9% | +6.5% | -2.4% |
| 3M | -47.3% | -13.4% | -33.8% | -46.0% |
| 6M | -11.1% | -16.2% | +5.1% | -8.9% |
| YTD | -3.4% | -10.4% | +7.1% | -3.9% |
| 1Y | +85.8% | -14.8% | +100.6% | +87.6% |
| 3Y | +264.7% | -50.1% | +314.8% | +323.5% |
| All | +62.5% | -42.7% | +105.2% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling