+57.8%
SAP vs LUNR
+51.5%
+6.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.5% |
| 7D | -5.1% | -0.5% | -4.6% | -5.1% |
| 30D | -1.8% | -11.3% | +9.5% | -1.7% |
| 3M | +20.9% | -44.9% | +65.8% | +21.3% |
| 6M | +7.0% | -17.3% | +24.3% | +6.8% |
| YTD | -13.7% | -9.9% | -3.8% | -14.0% |
| 1Y | -19.6% | +76.1% | -95.7% | -20.2% |
| 3Y | +52.4% | +240.0% | -187.6% | +51.5% |
| All | +57.8% | +51.5% | +6.3% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling