+77.3%
SLB vs LUNR
+35.0%
+42.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.0% | -7.1% | -0.2% |
| 7D | +2.6% | +51.2% | -48.6% | +2.1% |
| 30D | +4.4% | +7.0% | -2.6% | +4.2% |
| 3M | -2.7% | -23.1% | +20.4% | -2.6% |
| 6M | -7.5% | -59.4% | +51.9% | -7.1% |
| YTD | +34.8% | -19.7% | +54.5% | +34.6% |
| 1Y | +44.6% | +39.5% | +5.1% | +43.7% |
| 3Y | +3.2% | +357.2% | -354.0% | +3.1% |
| All | +77.3% | +35.0% | +42.3% | +83.2% |
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