+58.1%
SAP vs LUNR
+48.7%
+9.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -4.1% | -3.1% | -1.0% | -4.1% |
| 30D | +1.1% | -15.3% | +16.4% | +1.2% |
| 3M | +26.1% | -53.2% | +79.3% | +26.6% |
| 6M | +9.8% | -22.2% | +32.0% | +9.7% |
| YTD | -13.6% | -11.6% | -2.0% | -13.8% |
| 1Y | -18.7% | +68.4% | -87.1% | -19.3% |
| 3Y | +54.1% | +216.8% | -162.6% | +53.2% |
| All | +58.1% | +48.7% | +9.4% | +61.0% |
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