+98.9%
SLB vs LUNR
+62.5%
+36.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -0.8% |
| 7D | +0.4% | +6.5% | -6.1% | +0.4% |
| 30D | +13.6% | -4.4% | +18.0% | +13.6% |
| 3M | +1.5% | -47.3% | +48.8% | +2.0% |
| 6M | +23.0% | -11.1% | +34.1% | +22.9% |
| YTD | +51.2% | -3.4% | +54.6% | +50.8% |
| 1Y | +63.5% | +85.8% | -22.3% | +62.3% |
| 3Y | +2.5% | +264.7% | -262.1% | +2.3% |
| All | +98.9% | +62.5% | +36.4% | +105.4% |
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