+51.5%
LUNR vs ZBRA
-43.3%
+94.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -0.5% | -3.8% | +3.2% | +1.0% |
| 30D | -11.3% | -10.2% | -1.1% | -7.3% |
| 3M | -44.9% | +58.7% | -103.6% | -55.6% |
| 6M | -17.3% | +61.9% | -79.2% | -34.3% |
| YTD | -9.9% | +41.7% | -51.6% | -25.7% |
| 1Y | +76.1% | +12.4% | +63.8% | +62.5% |
| 3Y | +240.0% | +34.2% | +205.8% | +199.1% |
| All | +51.5% | -43.3% | +94.8% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling