+52.7%
ROST vs LUNR
-9.9%
+62.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.2% | +11.4% | +6.1% |
| 7D | +7.8% | -14.3% | +22.1% | +7.9% |
| 30D | +8.6% | -30.5% | +39.1% | +9.0% |
| 3M | -1.9% | -28.9% | +26.9% | -1.7% |
| 6M | +9.1% | -60.8% | +70.0% | +10.2% |
| YTD | +37.2% | -38.8% | +76.1% | +36.6% |
| 1Y | +52.7% | -4.5% | +57.3% | +49.3% |
| All | +52.7% | -9.9% | +62.6% | +49.3% |
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