+54.8%
LUNR vs ZM
-63.6%
+118.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.7% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -5.3% | -10.3% | +5.0% | -3.8% |
| 3M | -45.6% | -0.7% | -44.9% | -45.7% |
| 6M | -17.4% | +24.8% | -42.2% | -20.7% |
| YTD | -7.9% | +11.5% | -19.4% | -10.4% |
| 1Y | +77.6% | +12.3% | +65.3% | +72.9% |
| 3Y | +247.4% | +33.5% | +214.0% | +232.7% |
| All | +54.8% | -63.6% | +118.4% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling