+1.5%
SMR vs LUNR
+51.8%
-50.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.4% | -5.4% |
| 7D | +4.7% | -0.5% | +5.3% | +4.8% |
| 30D | +3.2% | -11.3% | +14.5% | +4.2% |
| 3M | +9.9% | -44.9% | +54.8% | +15.1% |
| 6M | -15.1% | -17.3% | +2.2% | -14.2% |
| YTD | -27.9% | -9.9% | -18.0% | -27.5% |
| 1Y | -70.2% | +76.1% | -146.4% | -71.2% |
| 3Y | +72.5% | +240.0% | -167.5% | +67.2% |
| All | +1.5% | +51.8% | -50.4% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling