+2.4%
QCOM vs LUNR
+37.2%
-34.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.0% | -6.7% | -0.7% |
| 7D | +13.0% | +51.2% | -38.2% | +5.9% |
| 30D | +0.2% | +7.0% | -6.8% | -1.6% |
| 3M | +9.2% | -23.1% | +32.3% | +11.3% |
| 6M | -15.0% | -59.4% | +44.4% | -8.9% |
| YTD | +5.2% | -19.7% | +24.9% | +6.2% |
| 1Y | +2.4% | +39.5% | -37.2% | -3.3% |
| All | +2.4% | +37.2% | -34.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 1y: compounded portfolio wealth divided by compounded LUNR 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…
1y analysis · Full analysis span regression · 6 months rolling