+72.5%
SMR vs LUNR
+234.6%
-162.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.4% | -4.9% |
| 7D | +4.7% | -0.5% | +5.3% | +5.1% |
| 30D | +3.2% | -11.3% | +14.5% | +6.5% |
| 3M | +9.9% | -44.9% | +54.8% | +28.4% |
| 6M | -15.1% | -17.3% | +2.2% | -14.3% |
| YTD | -27.9% | -9.9% | -18.0% | -29.1% |
| 1Y | -70.2% | +76.1% | -146.4% | -75.4% |
| All | +72.5% | +234.6% | -162.1% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling