+48.9%
QCOM vs LUNR
+291.1%
-242.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.4% |
| 7D | +5.5% | +12.7% | -7.2% | +4.2% |
| 30D | -1.1% | -10.5% | +9.3% | -0.6% |
| 3M | +7.6% | -25.2% | +32.7% | +9.4% |
| 6M | -20.1% | -59.2% | +39.2% | -15.7% |
| YTD | +3.0% | -27.2% | +30.3% | +3.6% |
| 1Y | +3.2% | +19.7% | -16.4% | +0.3% |
| 3Y | +48.9% | +314.4% | -265.5% | +36.2% |
| All | +48.9% | +291.1% | -242.2% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling