+7.5%
SMR vs LUNR
+55.2%
-47.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.4% | -2.9% |
| 7D | +13.1% | +0.5% | +12.5% | +13.1% |
| 30D | +17.8% | -5.3% | +23.1% | +18.2% |
| 3M | +8.1% | -45.6% | +53.7% | +13.3% |
| 6M | -11.1% | -17.4% | +6.3% | -10.1% |
| YTD | -23.7% | -7.9% | -15.8% | -23.4% |
| 1Y | -69.4% | +77.6% | -147.1% | -70.4% |
| 3Y | +82.6% | +247.4% | -164.8% | +76.7% |
| All | +7.5% | +55.2% | -47.7% | +0.9% |
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