+148.2%
SLV vs LUNR
+51.5%
+96.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -5.3% |
| 7D | -5.0% | -0.5% | -4.5% | -5.0% |
| 30D | -1.8% | -11.3% | +9.5% | -1.6% |
| 3M | -0.3% | -44.9% | +44.6% | +0.4% |
| 6M | -28.2% | -17.3% | -10.9% | -28.1% |
| YTD | -10.7% | -9.9% | -0.8% | -10.6% |
| 1Y | +53.7% | +76.1% | -22.4% | +53.6% |
| 3Y | +173.7% | +240.0% | -66.3% | +174.1% |
| All | +148.2% | +51.5% | +96.7% | +155.5% |
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