+80.0%
SLB vs LUNR
+34.7%
+45.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +3.5% | +24.2% | -20.7% | +3.3% |
| 30D | +6.5% | +18.0% | -11.5% | +6.3% |
| 3M | -0.2% | -26.0% | +25.7% | -0.1% |
| 6M | -5.7% | -63.6% | +57.8% | -5.1% |
| YTD | +36.8% | -19.9% | +56.7% | +36.6% |
| 1Y | +45.8% | +50.1% | -4.3% | +44.9% |
| 3Y | +3.4% | +374.5% | -371.1% | +3.3% |
| All | +80.0% | +34.7% | +45.3% | +86.0% |
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