+56.2%
SAP vs LUNR
+241.9%
-185.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -1.0% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | +0.3% | -5.3% | +5.6% | +0.4% |
| 3M | +16.9% | -45.6% | +62.5% | +18.7% |
| 6M | +6.3% | -17.4% | +23.7% | +5.5% |
| YTD | -12.4% | -7.9% | -4.5% | -13.8% |
| 1Y | -21.6% | +77.6% | -99.3% | -25.1% |
| All | +56.2% | +241.9% | -185.7% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling