+48.7%
LUNR vs ZM
-63.8%
+112.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | -3.1% | -5.7% | +2.6% | -2.2% |
| 30D | -15.3% | -9.1% | -6.2% | -14.1% |
| 3M | -53.2% | +3.5% | -56.7% | -53.6% |
| 6M | -22.2% | +25.7% | -47.9% | -25.4% |
| YTD | -11.6% | +10.8% | -22.3% | -13.9% |
| 1Y | +68.4% | +12.8% | +55.7% | +63.9% |
| 3Y | +216.8% | +33.1% | +183.6% | +203.7% |
| All | +48.7% | -63.8% | +112.5% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 5y: compounded portfolio wealth divided by compounded ZM 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…
5y analysis · Full analysis span regression · 6 months rolling