+2.5%
QCOM vs LUNR
+53.5%
-51.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +3.3% | -3.6% | +7.0% | +3.4% |
| 30D | +7.7% | +5.9% | +1.8% | +7.6% |
| 3M | -30.1% | -56.0% | +25.9% | -29.2% |
| 6M | +22.8% | -20.5% | +43.3% | +23.2% |
| YTD | +0.2% | -8.7% | +8.9% | +0.2% |
| 1Y | +7.9% | +75.9% | -68.0% | +7.1% |
| 3Y | +55.8% | +202.9% | -147.0% | +55.0% |
| All | +2.5% | +53.5% | -51.0% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling