-15.0%
QCOM vs LUNR
-58.3%
+43.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.0% | -6.7% | -1.6% |
| 7D | +13.0% | +51.2% | -38.2% | 0.0% |
| 30D | +0.2% | +7.0% | -6.8% | -2.9% |
| 3M | +9.2% | -23.1% | +32.3% | +13.3% |
| 6M | -15.0% | -59.4% | +44.4% | -2.4% |
| All | -15.0% | -58.3% | +43.3% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling