+216.8%
LUNR vs ZBRA
+35.9%
+180.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.7% | -2.9% |
| 7D | -3.1% | -3.4% | +0.3% | -1.3% |
| 30D | -15.3% | -7.4% | -7.9% | -11.7% |
| 3M | -53.2% | +57.5% | -110.7% | -65.6% |
| 6M | -22.2% | +64.0% | -86.2% | -44.8% |
| YTD | -11.6% | +44.3% | -55.9% | -34.3% |
| 1Y | +68.4% | +10.9% | +57.6% | +53.3% |
| 3Y | +216.8% | +37.5% | +179.3% | +134.7% |
| All | +216.8% | +35.9% | +180.9% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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