+5.7%
QCOM vs LUNR
+62.5%
-56.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.9% | -2.7% | +3.1% |
| 7D | +5.1% | +6.5% | -1.5% | +4.9% |
| 30D | +4.3% | -4.4% | +8.7% | +4.3% |
| 3M | -19.6% | -47.3% | +27.6% | -18.9% |
| 6M | +29.5% | -11.1% | +40.5% | +29.7% |
| YTD | +3.4% | -3.4% | +6.8% | +3.3% |
| 1Y | +10.9% | +85.8% | -74.9% | +10.0% |
| 3Y | +74.8% | +264.7% | -189.9% | +73.8% |
| All | +5.7% | +62.5% | -56.7% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling