+79.3%
SAP vs LUNR
+35.0%
+44.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.0% | -7.0% | 0.0% |
| 7D | -3.9% | +51.2% | -55.0% | -4.1% |
| 30D | +6.5% | +7.0% | -0.5% | +6.5% |
| 3M | +14.7% | -23.1% | +37.8% | +14.8% |
| 6M | +39.9% | -59.4% | +99.3% | +40.5% |
| YTD | -2.0% | -19.7% | +17.7% | -2.2% |
| 1Y | -6.0% | +39.5% | -45.5% | -6.6% |
| 3Y | +67.7% | +357.2% | -289.5% | +67.0% |
| All | +79.3% | +35.0% | +44.3% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling