+80.0%
SAP vs LUNR
+34.7%
+45.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.6% | +24.2% | -23.5% | +0.5% |
| 30D | +6.5% | +18.0% | -11.4% | +6.4% |
| 3M | +12.2% | -26.0% | +38.2% | +12.4% |
| 6M | +46.1% | -63.6% | +109.6% | +46.8% |
| YTD | -1.6% | -19.9% | +18.3% | -1.8% |
| 1Y | -5.1% | +50.1% | -55.2% | -5.8% |
| 3Y | +68.4% | +374.5% | -306.1% | +67.7% |
| All | +80.0% | +34.7% | +45.3% | +83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling