-14.4%
SMR vs LUNR
+49.0%
-63.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.8% | -13.8% | -15.5% |
| 7D | -11.2% | -3.1% | -8.1% | -10.9% |
| 30D | -10.2% | -15.3% | +5.1% | -9.0% |
| 3M | -10.0% | -53.2% | +43.1% | -4.5% |
| 6M | -30.5% | -22.2% | -8.2% | -29.3% |
| YTD | -39.2% | -11.6% | -27.7% | -38.7% |
| 1Y | -75.5% | +68.4% | -144.0% | -76.2% |
| 3Y | +45.4% | +216.8% | -171.3% | +41.2% |
| All | -14.4% | +49.0% | -63.5% | -19.4% |
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 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